+2,788.3%
NVDL vs MTSI
+277.3%
+2,511.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.8% | -1.6% |
| 7D | +11.7% | +1.4% | +10.3% | +10.1% |
| 30D | +7.8% | +2.1% | +5.8% | +2.7% |
| 3M | +3.3% | -29.7% | +33.0% | +38.3% |
| 6M | +38.9% | +12.5% | +26.4% | +5.7% |
| YTD | +28.5% | +57.0% | -28.5% | -35.8% |
| 1Y | +40.6% | +103.9% | -63.3% | -51.1% |
| 3Y | +648.7% | +223.6% | +425.1% | +74.4% |
| All | +2,788.3% | +277.3% | +2,511.0% | +458.9% |
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