+91.3%
NVTS vs MSI
-2.0%
+93.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.6% |
| 7D | -1.4% | -0.4% | -1.0% | -1.6% |
| 30D | -16.5% | -0.8% | -15.7% | -16.5% |
| 3M | -47.6% | +13.9% | -61.6% | -43.4% |
| 6M | +7.3% | +1.3% | +5.9% | +11.0% |
| YTD | +62.9% | +22.3% | +40.6% | +91.2% |
| 1Y | +91.3% | -3.9% | +95.1% | +74.2% |
| All | +91.3% | -2.0% | +93.3% | +74.2% |
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