+6,288.2%
MS vs NVO
+17,595.3%
-11,307.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.9% |
| 7D | +1.4% | +2.2% | -0.8% | +0.6% |
| 30D | -0.3% | +6.0% | -6.2% | -2.4% |
| 3M | +0.3% | +7.9% | -7.6% | -3.2% |
| 6M | +31.3% | +27.1% | +4.3% | +19.2% |
| YTD | +24.7% | -3.8% | +28.5% | +22.5% |
| 1Y | +47.9% | -12.8% | +60.8% | +49.3% |
| 3Y | +178.3% | -46.3% | +224.6% | +210.0% |
| 5Y | +144.9% | +3.6% | +141.3% | +100.4% |
| 10Y | +804.5% | +157.0% | +647.5% | +382.4% |
| All | +6,288.2% | +17,595.3% | -11,307.0% | +1,136.3% |
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