-20.8%
NVO vs MTSI
+182.7%
-203.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.8% | -10.8% | -0.9% |
| 7D | +0.8% | -10.0% | +10.8% | +1.5% |
| 30D | +5.4% | -37.2% | +42.5% | +9.1% |
| 3M | -11.2% | -30.1% | +18.9% | -9.3% |
| 6M | -10.8% | -31.9% | +21.1% | -9.9% |
| YTD | -16.8% | +23.2% | -40.0% | -23.2% |
| 1Y | -9.0% | +26.4% | -35.4% | -16.5% |
| 3Y | -56.5% | +186.2% | -242.7% | -66.0% |
| All | -20.8% | +182.7% | -203.5% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling