+186.1%
MS vs NVDX
+376.7%
-190.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.0% | +8.2% | +0.2% |
| 7D | +3.7% | -17.5% | +21.2% | +5.7% |
| 30D | +2.0% | -49.2% | +51.2% | +9.5% |
| 3M | -12.6% | -49.3% | +36.8% | -6.5% |
| 6M | -0.3% | -52.0% | +51.7% | +6.5% |
| YTD | +9.0% | -39.1% | +48.0% | +12.5% |
| 1Y | +13.9% | -45.8% | +59.6% | +18.6% |
| 3Y | +173.6% | +281.3% | -107.7% | +147.3% |
| All | +186.1% | +376.7% | -190.6% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NVDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling