+112.7%
MS vs NVTS
-38.4%
+151.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.5% | -10.1% | -1.2% |
| 7D | -1.6% | +1.5% | -3.1% | -1.7% |
| 30D | -3.8% | -23.8% | +20.0% | -2.3% |
| 3M | -14.6% | -30.6% | +16.0% | -13.0% |
| 6M | -5.1% | -48.4% | +43.3% | -2.9% |
| YTD | +4.5% | +20.6% | -16.1% | -0.2% |
| 1Y | +13.5% | -2.5% | +16.1% | +9.5% |
| 3Y | +160.4% | +44.0% | +116.4% | +129.4% |
| 5Y | +112.9% | -42.6% | +155.5% | +83.3% |
| All | +112.7% | -38.4% | +151.1% | +82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling