+7,836.4%
NVDA vs MA
+567.5%
+7,268.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -3.1% |
| 7D | -12.7% | +1.3% | -14.0% | -13.7% |
| 30D | -26.4% | +9.6% | -36.0% | -32.1% |
| 3M | -27.6% | +16.8% | -44.4% | -37.0% |
| 6M | -27.7% | +35.2% | -62.9% | -45.0% |
| YTD | -12.5% | +16.6% | -29.0% | -25.7% |
| 1Y | -12.6% | +19.8% | -32.4% | -28.0% |
| 3Y | +235.9% | +70.7% | +165.3% | +95.6% |
| 5Y | +438.2% | +87.4% | +350.8% | +194.8% |
| All | +7,836.4% | +567.5% | +7,268.9% | +1,087.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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