+3.1%
NVO vs MTSI
+320.9%
-317.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -2.3% |
| 7D | +2.2% | +1.4% | +0.8% | +2.0% |
| 30D | +6.0% | +2.1% | +3.9% | +5.3% |
| 3M | +7.9% | -29.7% | +37.6% | +11.3% |
| 6M | +27.1% | +12.5% | +14.6% | +21.8% |
| YTD | -3.8% | +57.0% | -60.9% | -12.5% |
| 1Y | -12.8% | +103.9% | -116.8% | -24.3% |
| 3Y | -46.3% | +223.6% | -269.9% | -58.2% |
| All | +3.1% | +320.9% | -317.8% | -25.4% |
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