+2,672.5%
NVDL vs MTSI
+285.5%
+2,387.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.2% | -6.2% | -6.0% |
| 7D | +7.3% | +4.9% | +2.4% | +2.4% |
| 30D | -0.7% | -11.6% | +10.9% | +10.3% |
| 3M | +9.5% | -24.1% | +33.5% | +35.2% |
| 6M | +41.6% | +32.4% | +9.2% | -9.1% |
| YTD | +23.3% | +60.4% | -37.1% | -39.6% |
| 1Y | +40.3% | +111.0% | -70.7% | -53.0% |
| 3Y | +692.2% | +246.1% | +446.0% | +72.9% |
| All | +2,672.5% | +285.5% | +2,387.1% | +425.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling