-0.8%
MSFT vs NVT
+73.8%
-74.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.1% |
| 7D | -2.7% | +5.1% | -7.8% | -2.9% |
| 30D | +2.7% | -3.7% | +6.4% | +2.7% |
| 3M | +17.0% | -10.1% | +27.1% | +15.2% |
| 6M | +23.8% | +37.5% | -13.6% | +18.7% |
| YTD | +4.0% | +53.7% | -49.8% | -1.3% |
| 1Y | -0.8% | +70.9% | -71.7% | -6.7% |
| All | -0.8% | +73.8% | -74.6% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling