+10,058.2%
NVDA vs MA
+554.9%
+9,503.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.5% | -5.9% | -5.8% |
| 7D | -18.3% | +1.8% | -20.1% | -19.5% |
| 30D | -26.3% | +11.8% | -38.2% | -33.1% |
| 3M | -22.3% | +17.2% | -39.4% | -32.5% |
| 6M | -21.3% | +33.4% | -54.7% | -39.6% |
| YTD | -9.2% | +16.1% | -25.4% | -22.8% |
| 1Y | -14.9% | +19.9% | -34.9% | -30.0% |
| 3Y | +250.5% | +70.1% | +180.4% | +104.5% |
| 5Y | +475.8% | +89.6% | +386.2% | +211.7% |
| 10Y | +10,058.2% | +568.4% | +9,489.8% | +1,420.4% |
| All | +10,058.2% | +554.9% | +9,503.3% | +1,420.4% |
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