+34.3%
MSI vs NVD
+51.8%
-17.6%
-9.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.8% | 0.0% |
| 7D | +3.2% | +28.6% | -25.4% | +2.3% |
| 30D | +17.6% | +73.6% | -56.0% | +15.7% |
| 3M | +14.5% | +70.1% | -55.6% | +12.9% |
| 6M | +34.3% | +53.6% | -19.3% | +33.6% |
| All | +34.3% | +51.8% | -17.6% | +33.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling