+174.8%
NVT vs MSI
+69.5%
+105.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | +2.0% | -1.8% | +3.8% | +2.4% |
| 30D | -7.2% | -0.6% | -6.5% | -7.2% |
| 3M | -0.9% | +13.0% | -13.9% | -4.6% |
| 6M | +42.6% | +0.5% | +42.1% | +42.6% |
| YTD | +52.9% | +21.7% | +31.2% | +41.5% |
| 1Y | +64.5% | -2.6% | +67.1% | +68.2% |
| All | +174.8% | +69.5% | +105.3% | +98.9% |
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