+69.1%
MSI vs NVD
-99.1%
+168.2%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.6% | +1.1% |
| 7D | -1.8% | +9.0% | -10.8% | -1.4% |
| 30D | -0.6% | -5.5% | +4.8% | -0.8% |
| 3M | +13.0% | -24.6% | +37.6% | +12.0% |
| 6M | +0.5% | -42.1% | +42.6% | -1.4% |
| YTD | +21.7% | -44.3% | +66.0% | +19.4% |
| 1Y | -2.6% | -54.2% | +51.6% | -5.1% |
| All | +69.1% | -99.1% | +168.2% | +30.0% |
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