+99.4%
MSI vs NVD
-98.5%
+198.0%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.8% | +0.3% |
| 7D | +3.2% | +28.6% | -25.4% | +4.2% |
| 30D | +17.6% | +73.6% | -56.0% | +20.2% |
| 3M | +14.5% | +70.1% | -55.6% | +17.1% |
| 6M | +34.3% | +53.6% | -19.3% | +37.2% |
| YTD | +39.7% | -7.0% | +46.7% | +39.9% |
| 1Y | +40.2% | -9.0% | +49.2% | +40.4% |
| 3Y | +77.1% | -98.3% | +175.5% | +43.8% |
| All | +99.4% | -98.5% | +198.0% | +58.6% |
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 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