+342.4%
MS vs NVT
+445.0%
-102.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.0% | -8.5% | -4.4% |
| 7D | -1.6% | -15.7% | +14.1% | +5.5% |
| 30D | -3.8% | -36.6% | +32.8% | +17.9% |
| 3M | -14.6% | -34.8% | +20.2% | +2.0% |
| 6M | -5.1% | -38.2% | +33.2% | +14.7% |
| YTD | +4.5% | +4.8% | -0.3% | -6.8% |
| 1Y | +13.5% | -2.8% | +16.3% | +5.0% |
| 3Y | +160.4% | +119.5% | +40.9% | +38.2% |
| 5Y | +112.9% | +204.7% | -91.9% | -10.9% |
| All | +342.4% | +445.0% | -102.6% | +27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling