+71.2%
MSFU vs NVT
+396.4%
-325.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.1% |
| 7D | -6.9% | +2.0% | -9.0% | -7.8% |
| 30D | -5.1% | -7.2% | +2.0% | -3.2% |
| 3M | +44.6% | -0.9% | +45.5% | +40.7% |
| 6M | +32.8% | +42.6% | -9.8% | +8.6% |
| YTD | -10.1% | +52.9% | -62.9% | -29.6% |
| 1Y | -19.4% | +64.5% | -83.8% | -39.8% |
| 3Y | +26.2% | +178.0% | -151.8% | -33.9% |
| All | +71.2% | +396.4% | -325.2% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling