+13,824.1%
MA vs NI
+958.9%
+12,865.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -2.7% | +2.0% | -4.7% | -3.7% |
| 30D | +1.5% | -3.5% | +5.1% | +3.3% |
| 3M | +20.4% | -9.1% | +29.6% | +26.1% |
| 6M | +11.1% | -11.8% | +23.0% | +17.7% |
| YTD | +2.0% | +1.1% | +0.9% | +0.4% |
| 1Y | -2.2% | +6.7% | -8.9% | -6.6% |
| 3Y | +41.9% | +71.1% | -29.2% | +4.0% |
| 5Y | +75.4% | +94.3% | -19.0% | +18.2% |
| 10Y | +527.5% | +135.8% | +391.8% | +259.2% |
| All | +13,824.1% | +958.9% | +12,865.2% | +2,665.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling