+122.9%
MS vs NVTS
-54.3%
+177.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.4% | +7.2% | +1.2% |
| 7D | +5.1% | +3.9% | +1.1% | +4.7% |
| 30D | +5.7% | -4.3% | +10.0% | +5.7% |
| 3M | -12.2% | -34.5% | +22.3% | -10.2% |
| 6M | -0.5% | -57.7% | +57.2% | +3.4% |
| YTD | +9.8% | +25.4% | -15.5% | +4.5% |
| 1Y | +17.7% | +13.1% | +4.6% | +12.6% |
| 3Y | +176.8% | +48.9% | +127.9% | +143.4% |
| All | +122.9% | -54.3% | +177.2% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling