+6,469.4%
NVO vs MKSI
+2,222.5%
+4,246.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.4% |
| 7D | -7.6% | +2.7% | -10.3% | -7.9% |
| 30D | -6.0% | -12.8% | +6.8% | -4.6% |
| 3M | -0.8% | -22.5% | +21.7% | +1.0% |
| 6M | +16.5% | +19.4% | -2.9% | +11.9% |
| YTD | -11.1% | +67.7% | -78.8% | -18.3% |
| 1Y | -16.7% | +131.4% | -148.1% | -26.7% |
| 3Y | -52.9% | +197.3% | -250.2% | -60.8% |
| 5Y | -3.0% | +87.0% | -89.9% | -16.6% |
| 10Y | +147.1% | +522.1% | -375.0% | +78.3% |
| All | +6,469.4% | +2,222.5% | +4,246.9% | +3,844.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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