+114.5%
NVTS vs MSFU
+76.3%
+38.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.2% | +10.5% | +8.4% |
| 7D | +2.7% | -5.7% | +8.4% | +5.4% |
| 30D | -4.5% | +4.2% | -8.6% | -7.7% |
| 3M | -61.5% | +27.9% | -89.4% | -67.3% |
| 6M | +28.0% | +37.1% | -9.1% | -1.1% |
| YTD | +65.3% | -7.4% | +72.6% | +59.4% |
| 1Y | +113.0% | -19.6% | +132.6% | +124.5% |
| 3Y | +34.7% | +33.2% | +1.5% | -2.1% |
| All | +114.5% | +76.3% | +38.2% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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