+1,117.2%
MU vs NVTS
-28.0%
+1,145.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +7.4% | +4.5% | +10.7% |
| 7D | +2.0% | +7.9% | -5.9% | +1.1% |
| 30D | -18.0% | +0.8% | -18.8% | -18.1% |
| 3M | -6.6% | -26.0% | +19.4% | -2.2% |
| 6M | +2.0% | -55.5% | +57.6% | +13.9% |
| YTD | +184.5% | +41.0% | +143.4% | +167.1% |
| 1Y | +236.9% | +10.4% | +226.5% | +225.2% |
| 3Y | +987.0% | +60.9% | +926.1% | +791.1% |
| 5Y | +1,014.6% | -42.8% | +1,057.4% | +821.6% |
| All | +1,117.2% | -28.0% | +1,145.1% | +867.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling