+88.0%
MSFU vs NVT
+267.5%
-179.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -2.8% | +8.0% | -10.7% | -5.1% |
| 30D | -5.3% | -24.8% | +19.5% | +2.4% |
| 3M | +7.2% | -32.4% | +39.7% | +19.1% |
| 6M | +51.0% | -33.5% | +84.5% | +64.7% |
| YTD | -1.2% | +13.2% | -14.4% | -16.4% |
| 1Y | -10.3% | +9.0% | -19.3% | -23.0% |
| 3Y | +22.2% | +129.4% | -107.2% | -34.6% |
| All | +88.0% | +267.5% | -179.5% | -35.5% |
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