+48.6%
MS vs NVT
+75.6%
-27.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -1.8% |
| 7D | +2.5% | +10.4% | -7.9% | -0.3% |
| 30D | 0.0% | -1.3% | +1.2% | 0.0% |
| 3M | +2.4% | -0.6% | +3.1% | +1.5% |
| 6M | +36.4% | +53.8% | -17.4% | +16.9% |
| YTD | +23.8% | +60.2% | -36.4% | +5.4% |
| 1Y | +48.6% | +76.8% | -28.1% | +24.9% |
| All | +48.6% | +75.6% | -27.0% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 1y: compounded portfolio wealth divided by compounded NVT 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…
1y analysis · Full analysis span regression · 6 months rolling