+23.7%
MSFU vs NVD
-99.1%
+122.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -0.5% |
| 7D | -2.3% | +0.5% | -2.9% | -2.1% |
| 30D | -6.3% | -9.3% | +3.0% | -7.8% |
| 3M | +40.0% | -22.1% | +62.0% | +34.3% |
| 6M | +30.1% | -45.8% | +75.9% | +17.4% |
| YTD | -10.3% | -46.7% | +36.4% | -18.3% |
| 1Y | -19.0% | -59.5% | +40.4% | -29.1% |
| All | +23.7% | -99.1% | +122.9% | -41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling