-25.2%
NVTS vs MSCI
+8.1%
-33.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.8% | +10.4% | +10.6% |
| 7D | +20.8% | +1.5% | +19.4% | +20.0% |
| 30D | -11.1% | +14.4% | -25.5% | -20.1% |
| 3M | -31.0% | +15.2% | -46.2% | -38.9% |
| 6M | -47.4% | +11.2% | -58.6% | -54.7% |
| YTD | +34.2% | +13.9% | +20.2% | +12.4% |
| 1Y | +22.2% | +12.5% | +9.7% | +3.0% |
| 3Y | +68.4% | +32.3% | +36.1% | +12.8% |
| 5Y | -39.0% | +4.9% | -43.9% | -56.2% |
| All | -25.2% | +8.1% | -33.2% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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