+68.0%
MSFT vs NVTS
-16.8%
+84.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | +0.4% |
| 7D | -0.8% | -1.4% | +0.6% | -0.7% |
| 30D | +0.8% | -16.5% | +17.4% | +1.7% |
| 3M | +27.2% | -47.6% | +74.8% | +30.8% |
| 6M | +22.9% | +7.3% | +15.6% | +19.3% |
| YTD | +3.1% | +62.9% | -59.8% | -3.1% |
| 1Y | -0.3% | +91.3% | -91.5% | -8.4% |
| 3Y | +50.1% | +43.4% | +6.7% | +36.0% |
| All | +68.0% | -16.8% | +84.8% | +51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling