+420.3%
NVT vs MSI
+102.7%
+317.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.2% | +4.4% |
| 7D | +4.1% | -0.4% | +4.5% | +4.2% |
| 30D | -5.1% | -0.8% | -4.4% | -5.1% |
| 3M | -1.2% | +13.9% | -15.1% | -7.7% |
| 6M | +46.6% | +1.3% | +45.2% | +44.1% |
| YTD | +60.0% | +22.3% | +37.7% | +41.7% |
| 1Y | +70.8% | -3.9% | +74.6% | +72.5% |
| 3Y | +187.5% | +69.9% | +117.7% | +98.3% |
| All | +420.3% | +102.7% | +317.6% | +211.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling