+73.2%
MSFU vs NVT
+419.4%
-346.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.6% | -3.5% | -0.5% |
| 7D | -1.8% | +4.1% | -5.9% | -3.3% |
| 30D | +0.5% | -5.1% | +5.6% | +1.8% |
| 3M | +51.9% | -1.2% | +53.0% | +48.4% |
| 6M | +35.0% | +46.6% | -11.6% | +9.4% |
| YTD | -9.0% | +60.0% | -69.0% | -30.0% |
| 1Y | -18.8% | +70.8% | -89.6% | -40.2% |
| 3Y | +25.5% | +187.5% | -162.0% | -34.9% |
| All | +73.2% | +419.4% | -346.3% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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