-46.7%
NVTS vs MSI
+124.6%
-171.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | +9.6% | +7.4% | +2.2% | +6.4% |
| 30D | -13.0% | +18.7% | -31.7% | -19.0% |
| 3M | -28.8% | +14.5% | -43.2% | -33.0% |
| 6M | -48.5% | +38.1% | -86.6% | -56.2% |
| YTD | +31.4% | +38.7% | -7.3% | +8.6% |
| 1Y | -2.3% | +35.4% | -37.7% | -18.1% |
| 3Y | +49.8% | +75.1% | -25.3% | -17.0% |
| All | -46.7% | +124.6% | -171.3% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling