+73.5%
MSFT vs NVT
+399.9%
-326.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.7% |
| 7D | -3.5% | +2.0% | -5.5% | -4.0% |
| 30D | -2.1% | -7.2% | +5.1% | -0.6% |
| 3M | +24.2% | -0.9% | +25.1% | +22.4% |
| 6M | +21.9% | +42.6% | -20.7% | +6.9% |
| YTD | +2.5% | +52.9% | -50.4% | -12.6% |
| 1Y | -0.8% | +64.5% | -65.2% | -18.1% |
| 3Y | +50.8% | +178.0% | -127.2% | -4.4% |
| 5Y | +73.5% | +402.8% | -329.3% | -19.5% |
| All | +73.5% | +399.9% | -326.4% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling