+119.3%
MS vs NVTS
-31.5%
+150.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +11.3% | -8.1% | +2.4% |
| 7D | +0.7% | +20.8% | -20.1% | -0.6% |
| 30D | -0.9% | -11.1% | +10.2% | -0.5% |
| 3M | -13.0% | -31.0% | +18.0% | -11.3% |
| 6M | -2.0% | -47.4% | +45.4% | +0.2% |
| YTD | +7.8% | +34.2% | -26.4% | +2.2% |
| 1Y | +17.9% | +22.2% | -4.3% | +12.1% |
| 3Y | +174.8% | +68.4% | +106.4% | +138.7% |
| 5Y | +119.9% | -39.0% | +158.9% | +88.2% |
| All | +119.3% | -31.5% | +150.8% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 10y: compounded portfolio wealth divided by compounded NVTS 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…
10y analysis · Full analysis span regression · 6 months rolling