+265.1%
MU vs NVTS
-9.1%
+274.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +9.0% | -16.0% | -10.0% |
| 7D | -19.1% | -0.3% | -18.8% | -19.3% |
| 30D | -25.2% | -24.4% | -0.9% | -18.7% |
| 3M | -10.9% | -26.5% | +15.6% | -2.7% |
| 6M | +38.0% | -41.4% | +79.4% | +58.1% |
| YTD | +178.8% | +30.7% | +148.2% | +144.7% |
| 1Y | +265.1% | -10.8% | +276.0% | +246.7% |
| All | +265.1% | -9.1% | +274.2% | +246.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1y: compounded portfolio wealth divided by compounded NVTS 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…
1y analysis · Full analysis span regression · 6 months rolling