+30.4%
MSFU vs NVDX
+772.1%
-741.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.2% |
| 7D | -1.8% | -10.2% | +8.4% | +0.6% |
| 30D | +0.5% | -7.3% | +7.8% | +1.5% |
| 3M | +51.9% | +5.5% | +46.3% | +47.0% |
| 6M | +35.0% | +18.3% | +16.7% | +25.7% |
| YTD | -9.0% | +11.4% | -20.5% | -14.9% |
| 1Y | -18.8% | +12.7% | -31.5% | -25.2% |
| All | +30.4% | +772.1% | -741.8% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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