+89.6%
MA vs NI
+111.5%
-21.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +1.8% | +1.5% | +0.3% | +1.3% |
| 30D | +11.8% | +11.9% | 0.0% | +7.6% |
| 3M | +17.2% | +9.1% | +8.0% | +13.6% |
| 6M | +33.4% | -1.8% | +35.1% | +33.9% |
| YTD | +16.1% | +11.4% | +4.8% | +10.6% |
| 1Y | +19.9% | +6.4% | +13.5% | +16.3% |
| 3Y | +70.1% | +98.2% | -28.2% | +27.7% |
| 5Y | +89.6% | +110.1% | -20.4% | +27.0% |
| All | +89.6% | +111.5% | -21.8% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling