-7.0%
NVO vs MTSI
+30.7%
-37.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.7% |
| 7D | +1.3% | -3.8% | +5.1% | +1.1% |
| 30D | +5.3% | -31.4% | +36.7% | +4.2% |
| 3M | -13.6% | -23.8% | +10.1% | -14.3% |
| 6M | -10.5% | -37.1% | +26.5% | -11.1% |
| YTD | -16.0% | +32.2% | -48.2% | -19.9% |
| 1Y | -7.0% | +26.9% | -33.9% | -11.2% |
| All | -7.0% | +30.7% | -37.7% | -11.2% |
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