+214.7%
NVO vs MTSI
+508.4%
-293.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.3% | -9.4% | +0.1% |
| 7D | -2.6% | +7.2% | -9.8% | -3.4% |
| 30D | +6.5% | -18.4% | +24.9% | +7.8% |
| 3M | -11.8% | -16.7% | +4.9% | -11.3% |
| 6M | -10.3% | -31.7% | +21.4% | -8.8% |
| YTD | -15.2% | +45.9% | -61.1% | -20.8% |
| 1Y | -12.2% | +47.0% | -59.2% | -18.2% |
| 3Y | -55.7% | +224.1% | -279.8% | -62.7% |
| 5Y | -18.7% | +238.5% | -257.3% | -32.9% |
| All | +214.7% | +508.4% | -293.6% | +133.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling