+10.4%
NVTS vs MSI
+37.5%
-27.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.5% | +5.9% | +8.1% |
| 7D | +7.9% | +7.7% | +0.2% | +12.3% |
| 30D | +0.8% | +19.9% | -19.1% | +10.2% |
| 3M | -26.0% | +14.9% | -40.9% | -20.3% |
| 6M | -55.5% | +37.2% | -92.8% | -48.6% |
| YTD | +41.0% | +40.8% | +0.3% | +74.5% |
| 1Y | +10.4% | +38.1% | -27.7% | +43.6% |
| All | +10.4% | +37.5% | -27.1% | +43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling