+14,981.8%
NVDA vs MS
+810.5%
+14,171.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.7% |
| 7D | +5.9% | +1.4% | +4.5% | +4.9% |
| 30D | +5.1% | -0.3% | +5.3% | +5.2% |
| 3M | +5.4% | +0.3% | +5.1% | +4.7% |
| 6M | +26.0% | +31.3% | -5.3% | +3.9% |
| YTD | +23.7% | +24.7% | -1.0% | +5.0% |
| 1Y | +34.4% | +47.9% | -13.5% | +1.0% |
| 3Y | +375.8% | +178.3% | +197.5% | +126.6% |
| 5Y | +911.8% | +144.9% | +766.9% | +431.2% |
| All | +14,981.8% | +810.5% | +14,171.3% | +3,541.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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