+542.0%
MS vs NVO
+220.4%
+321.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.3% |
| 7D | +5.1% | +3.3% | +1.8% | +4.4% |
| 30D | +5.7% | +9.2% | -3.5% | +3.9% |
| 3M | -12.2% | -9.8% | -2.4% | -10.5% |
| 6M | -0.5% | -10.4% | +9.9% | +1.0% |
| YTD | +9.8% | -14.1% | +23.9% | +11.1% |
| 1Y | +17.7% | -11.1% | +28.8% | +18.0% |
| 3Y | +176.8% | -54.9% | +231.8% | +206.4% |
| 5Y | +123.7% | -17.4% | +141.2% | +98.4% |
| All | +542.0% | +220.4% | +321.5% | +288.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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