-30.1%
NVTS vs MSCI
+10.4%
-40.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.3% | -7.7% | -7.4% |
| 7D | +3.9% | +3.0% | +0.9% | +1.7% |
| 30D | -4.3% | +17.8% | -22.1% | -15.9% |
| 3M | -34.5% | +15.2% | -49.7% | -41.9% |
| 6M | -57.7% | +16.5% | -74.2% | -65.0% |
| YTD | +25.4% | +16.4% | +9.0% | +3.3% |
| 1Y | +13.1% | +16.8% | -3.7% | -7.5% |
| 3Y | +48.9% | +35.8% | +13.2% | -2.5% |
| 5Y | -51.8% | +7.0% | -58.7% | -65.9% |
| All | -30.1% | +10.4% | -40.5% | -49.8% |
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