+751.2%
NVT vs MSI
+370.7%
+380.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.8% |
| 7D | +10.4% | -5.8% | +16.1% | +13.9% |
| 30D | -1.3% | -1.0% | -0.3% | -1.2% |
| 3M | -0.6% | +14.2% | -14.8% | -9.0% |
| 6M | +53.8% | +1.0% | +52.7% | +49.7% |
| YTD | +60.2% | +21.5% | +38.7% | +38.8% |
| 1Y | +76.8% | -2.1% | +78.9% | +73.8% |
| 3Y | +191.2% | +69.3% | +121.9% | +96.5% |
| 5Y | +430.9% | +99.3% | +331.6% | +216.3% |
| All | +751.2% | +370.7% | +380.5% | +212.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling