+129.4%
NVT vs MSI
+76.4%
+53.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +8.0% | +3.2% | +4.7% | +7.6% |
| 30D | -24.8% | +17.6% | -42.4% | -26.7% |
| 3M | -32.4% | +14.5% | -47.0% | -33.9% |
| 6M | -33.5% | +34.3% | -67.7% | -37.8% |
| YTD | +13.2% | +39.7% | -26.5% | +3.1% |
| 1Y | +9.0% | +40.2% | -31.2% | -0.9% |
| 3Y | +129.4% | +77.1% | +52.2% | +66.0% |
| All | +129.4% | +76.4% | +53.0% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling