+5,526.8%
MS vs NVO
+15,503.0%
-9,976.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.7% | +1.3% |
| 7D | -1.7% | -2.6% | +0.9% | -0.8% |
| 30D | +0.9% | +6.5% | -5.6% | -1.3% |
| 3M | -10.8% | -11.8% | +0.9% | -7.2% |
| 6M | +0.9% | -10.3% | +11.2% | +3.4% |
| YTD | +9.8% | -15.2% | +25.0% | +12.4% |
| 1Y | +17.1% | -12.2% | +29.3% | +17.9% |
| 3Y | +175.7% | -55.7% | +231.4% | +229.8% |
| 5Y | +125.9% | -18.7% | +144.6% | +102.6% |
| 10Y | +556.2% | +210.3% | +345.9% | +220.8% |
| All | +5,526.8% | +15,503.0% | -9,976.1% | +1,034.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling