+1,067.7%
MU vs NVTS
-36.0%
+1,103.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.4% | +3.9% | -1.5% |
| 7D | +12.8% | +3.9% | +8.8% | +12.2% |
| 30D | -14.9% | -4.3% | -10.5% | -14.2% |
| 3M | -18.0% | -34.5% | +16.4% | -12.5% |
| 6M | -3.1% | -57.7% | +54.6% | +9.4% |
| YTD | +172.9% | +25.4% | +147.5% | +161.2% |
| 1Y | +228.8% | +13.1% | +215.7% | +218.3% |
| 3Y | +950.8% | +48.9% | +901.9% | +769.6% |
| 5Y | +931.3% | -51.8% | +983.0% | +774.5% |
| All | +1,067.7% | -36.0% | +1,103.6% | +845.4% |
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