+9.0%
MSFT vs NVTS
-9.1%
+18.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +9.0% | -2.3% | +6.2% |
| 7D | +4.7% | -0.3% | +5.0% | +4.6% |
| 30D | +5.8% | -24.4% | +30.2% | +6.9% |
| 3M | +13.0% | -26.5% | +39.5% | +14.1% |
| 6M | +34.9% | -41.4% | +76.3% | +33.8% |
| YTD | +15.7% | +30.7% | -15.0% | +5.9% |
| 1Y | +9.0% | -10.8% | +19.8% | +2.5% |
| All | +9.0% | -9.1% | +18.0% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling