+160.4%
MS vs NVT
+118.7%
+41.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.0% | -8.5% | -3.1% |
| 7D | -1.6% | -15.7% | +14.1% | +3.1% |
| 30D | -3.8% | -36.6% | +32.8% | +10.6% |
| 3M | -14.6% | -34.8% | +20.2% | -3.5% |
| 6M | -5.1% | -38.2% | +33.2% | +8.3% |
| YTD | +4.5% | +4.8% | -0.3% | -3.8% |
| 1Y | +13.5% | -2.8% | +16.3% | +7.3% |
| 3Y | +160.4% | +119.5% | +40.9% | +44.2% |
| All | +160.4% | +118.7% | +41.7% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling