+46.2%
MSFT vs NVT
+131.3%
-85.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -1.3% | +8.0% | -9.2% | -2.4% |
| 30D | -1.8% | -24.8% | +22.9% | +1.7% |
| 3M | +5.6% | -32.4% | +38.1% | +10.9% |
| 6M | +29.8% | -33.5% | +63.3% | +35.0% |
| YTD | +9.0% | +13.2% | -4.2% | +0.7% |
| 1Y | +4.9% | +9.0% | -4.0% | -2.4% |
| 3Y | +46.2% | +129.4% | -83.2% | +13.0% |
| All | +46.2% | +131.3% | -85.1% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling