+7,836.4%
NVDA vs MSI
+664.3%
+7,172.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -12.7% | +3.2% | -16.0% | -14.6% |
| 30D | -26.4% | +17.6% | -44.0% | -34.3% |
| 3M | -27.6% | +14.5% | -42.2% | -34.6% |
| 6M | -27.7% | +34.3% | -62.0% | -42.0% |
| YTD | -12.5% | +39.7% | -52.2% | -33.4% |
| 1Y | -12.6% | +40.2% | -52.8% | -33.8% |
| 3Y | +235.9% | +77.1% | +158.8% | +109.0% |
| 5Y | +438.2% | +124.0% | +314.2% | +180.8% |
| All | +7,836.4% | +664.3% | +7,172.1% | +1,723.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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