+750.3%
NVT vs MSI
+374.0%
+376.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.2% | +4.4% |
| 7D | +4.1% | -0.4% | +4.5% | +4.3% |
| 30D | -5.1% | -0.8% | -4.4% | -5.1% |
| 3M | -1.2% | +13.9% | -15.1% | -9.4% |
| 6M | +46.6% | +1.3% | +45.2% | +42.6% |
| YTD | +60.0% | +22.3% | +37.7% | +38.2% |
| 1Y | +70.8% | -3.9% | +74.6% | +69.9% |
| 3Y | +187.5% | +69.9% | +117.7% | +93.7% |
| 5Y | +426.1% | +103.8% | +322.4% | +209.1% |
| All | +750.3% | +374.0% | +376.3% | +211.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling