-19.6%
MSFU vs NVD
-61.9%
+42.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.8% | -4.5% |
| 7D | -5.7% | -11.1% | +5.4% | -8.0% |
| 30D | +4.2% | -13.3% | +17.4% | +1.5% |
| 3M | +27.9% | -19.8% | +47.7% | +24.1% |
| 6M | +37.1% | -48.8% | +85.9% | +20.2% |
| YTD | -7.4% | -49.7% | +42.3% | -18.2% |
| 1Y | -19.6% | -61.4% | +41.8% | -29.7% |
| All | -19.6% | -61.9% | +42.3% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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