+307.2%
NVO vs MTSI
+1,104.2%
-797.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.0% | -6.4% | +1.9% |
| 7D | +2.3% | +3.5% | -1.2% | +1.8% |
| 30D | +7.1% | -30.3% | +37.4% | +10.0% |
| 3M | -11.3% | -26.0% | +14.7% | -9.8% |
| 6M | -9.0% | -36.1% | +27.1% | -6.9% |
| YTD | -14.6% | +34.3% | -48.9% | -19.5% |
| 1Y | -4.9% | +35.3% | -40.2% | -10.5% |
| 3Y | -54.9% | +217.6% | -272.5% | -61.7% |
| 5Y | -18.7% | +210.1% | -228.8% | -31.9% |
| 10Y | +202.5% | +471.4% | -269.0% | +121.7% |
| All | +307.2% | +1,104.2% | -797.0% | +188.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling