+499.0%
MA vs NI
+143.3%
+355.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | -3.5% | -0.6% | -2.9% | -3.2% |
| 30D | +0.7% | -1.4% | +2.1% | +1.2% |
| 3M | +15.8% | -10.6% | +26.4% | +21.1% |
| 6M | +10.2% | -9.9% | +20.1% | +14.5% |
| YTD | -0.5% | +1.2% | -1.6% | -1.9% |
| 1Y | -1.8% | +4.4% | -6.2% | -4.8% |
| 3Y | +38.7% | +68.6% | -29.9% | +7.6% |
| 5Y | +67.6% | +98.0% | -30.4% | +19.2% |
| All | +499.0% | +143.3% | +355.7% | +306.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 10y: compounded portfolio wealth divided by compounded NI 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…
10y analysis · Full analysis span regression · 6 months rolling