+153.6%
MS vs NVTS
-15.6%
+169.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.3% | -6.0% | -0.1% |
| 7D | +1.4% | +2.7% | -1.3% | +1.2% |
| 30D | -0.3% | -4.5% | +4.2% | -0.1% |
| 3M | +0.3% | -61.5% | +61.8% | +5.6% |
| 6M | +31.3% | +28.0% | +3.4% | +26.0% |
| YTD | +24.7% | +65.3% | -40.6% | +17.0% |
| 1Y | +47.9% | +113.0% | -65.1% | +35.2% |
| 3Y | +178.3% | +34.7% | +143.6% | +152.9% |
| All | +153.6% | -15.6% | +169.2% | +113.4% |
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