+75.3%
MSI vs NVD
-99.2%
+174.5%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.9% |
| 7D | -3.7% | -11.1% | +7.4% | -4.2% |
| 30D | +6.8% | -13.3% | +20.1% | +6.3% |
| 3M | +14.3% | -19.8% | +34.1% | +13.7% |
| 6M | -1.6% | -48.8% | +47.2% | -3.9% |
| YTD | +22.8% | -49.7% | +72.4% | +20.0% |
| 1Y | -1.1% | -61.4% | +60.3% | -4.4% |
| 3Y | +70.5% | -99.1% | +169.6% | +32.6% |
| All | +75.3% | -99.2% | +174.5% | +35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling