-8.2%
NVO vs MTSI
+59.5%
-67.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.0% | +4.9% |
| 7D | +10.2% | -10.7% | +20.8% | +9.6% |
| 30D | +12.4% | -29.0% | +41.3% | +11.0% |
| 3M | -3.5% | -14.7% | +11.2% | -4.2% |
| 6M | -3.8% | -20.1% | +16.3% | -5.6% |
| YTD | -13.0% | +36.1% | -49.1% | -13.2% |
| 1Y | -8.2% | +61.7% | -70.0% | -3.7% |
| All | -8.2% | +59.5% | -67.7% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling