+2,622.7%
NVDL vs MTSI
+301.3%
+2,321.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.1% | -5.9% | -5.6% |
| 7D | -0.8% | +11.1% | -11.9% | -10.4% |
| 30D | +3.4% | -3.7% | +7.1% | +5.7% |
| 3M | +8.1% | -20.2% | +28.4% | +27.2% |
| 6M | +31.9% | +30.8% | +1.1% | -13.8% |
| YTD | +21.1% | +67.0% | -45.9% | -43.0% |
| 1Y | +34.0% | +120.4% | -86.4% | -57.0% |
| 3Y | +677.9% | +260.4% | +417.6% | +63.2% |
| All | +2,622.7% | +301.3% | +2,321.4% | +395.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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