-56.0%
NVO vs MTSI
+185.8%
-241.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.8% | -10.8% | -0.7% |
| 7D | +0.8% | -10.0% | +10.8% | +1.3% |
| 30D | +5.4% | -37.2% | +42.5% | +8.2% |
| 3M | -11.2% | -30.1% | +18.9% | -9.8% |
| 6M | -10.8% | -31.9% | +21.1% | -10.5% |
| YTD | -16.8% | +23.2% | -40.0% | -23.8% |
| 1Y | -9.0% | +26.4% | -35.4% | -17.2% |
| All | -56.0% | +185.8% | -241.8% | -67.6% |
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