-48.0%
NVO vs MTSI
+234.1%
-282.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -2.2% |
| 7D | +2.2% | +1.4% | +0.8% | +2.0% |
| 30D | +6.0% | +2.1% | +3.9% | +5.4% |
| 3M | +7.9% | -29.7% | +37.6% | +11.0% |
| 6M | +27.1% | +12.5% | +14.6% | +21.5% |
| YTD | -3.8% | +57.0% | -60.9% | -12.6% |
| 1Y | -12.8% | +103.9% | -116.8% | -24.6% |
| All | -48.0% | +234.1% | -282.1% | -60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling