+179.1%
MS vs NVO
-49.3%
+228.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.3% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | 0.0% | -3.2% | +3.2% | +0.3% |
| 3M | +2.4% | +11.5% | -9.1% | +0.7% |
| 6M | +36.4% | +22.9% | +13.5% | +32.3% |
| YTD | +23.8% | -6.8% | +30.6% | +23.3% |
| 1Y | +48.6% | -12.6% | +61.3% | +48.7% |
| 3Y | +179.1% | -49.6% | +228.7% | +187.9% |
| All | +179.1% | -49.3% | +228.5% | +187.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling