+155.6%
NVO vs MTSI
+571.2%
-415.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.1% | -5.4% | -1.7% |
| 7D | -4.7% | +11.1% | -15.8% | -5.7% |
| 30D | -5.4% | -3.7% | -1.8% | -5.3% |
| 3M | +7.0% | -20.2% | +27.2% | +8.4% |
| 6M | +17.6% | +30.8% | -13.2% | +12.7% |
| YTD | -8.0% | +67.0% | -75.1% | -14.3% |
| 1Y | -13.8% | +120.4% | -134.3% | -22.4% |
| 3Y | -50.3% | +260.4% | -310.7% | -58.0% |
| 5Y | +0.7% | +356.3% | -355.6% | -18.1% |
| 10Y | +155.6% | +581.1% | -425.5% | +88.0% |
| All | +155.6% | +571.2% | -415.6% | +88.0% |
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