+45.3%
NVTS vs MSI
+69.3%
-24.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.4% |
| 7D | +9.7% | -5.8% | +15.4% | +8.2% |
| 30D | -13.6% | -1.0% | -12.6% | -13.7% |
| 3M | -51.0% | +14.2% | -65.1% | -49.3% |
| 6M | +46.3% | +1.0% | +45.3% | +49.1% |
| YTD | +68.1% | +21.5% | +46.6% | +75.6% |
| 1Y | +113.9% | -2.1% | +116.0% | +118.8% |
| 3Y | +45.3% | +69.3% | -24.0% | +7.4% |
| All | +45.3% | +69.3% | -24.0% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling