+1,463.3%
NVDL vs MTSI
+250.5%
+1,212.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +10.3% | -4.5% | -3.2% |
| 7D | -26.2% | +7.2% | -33.4% | -31.6% |
| 30D | -43.2% | -18.4% | -24.8% | -33.8% |
| 3M | -40.5% | -16.7% | -23.8% | -34.3% |
| 6M | -45.4% | -31.7% | -13.7% | -31.5% |
| YTD | -30.5% | +45.9% | -76.3% | -65.0% |
| 1Y | -37.1% | +47.0% | -84.1% | -68.7% |
| 3Y | +318.7% | +224.1% | +94.6% | -8.7% |
| All | +1,463.3% | +250.5% | +1,212.8% | +204.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling