+77.6%
MSFT vs NVTS
-36.0%
+113.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.5% | +0.5% |
| 7D | -1.3% | +3.9% | -5.2% | -1.5% |
| 30D | -1.8% | -4.3% | +2.5% | -1.8% |
| 3M | +5.6% | -34.5% | +40.1% | +7.6% |
| 6M | +29.8% | -57.7% | +87.5% | +33.7% |
| YTD | +9.0% | +25.4% | -16.3% | +3.6% |
| 1Y | +4.9% | +13.1% | -8.2% | +0.2% |
| 3Y | +46.2% | +48.9% | -2.7% | +28.5% |
| 5Y | +62.1% | -51.8% | +113.9% | +45.6% |
| All | +77.6% | -36.0% | +113.5% | +62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling