+15,612.2%
MA vs NI
+1,079.9%
+14,532.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.5% |
| 7D | -0.5% | +3.1% | -3.6% | -2.0% |
| 30D | +7.9% | +11.2% | -3.3% | +2.3% |
| 3M | +16.8% | +9.8% | +6.9% | +11.2% |
| 6M | +31.0% | -1.6% | +32.6% | +31.5% |
| YTD | +15.0% | +12.6% | +2.4% | +7.2% |
| 1Y | +17.0% | +7.8% | +9.2% | +11.4% |
| 3Y | +68.5% | +100.5% | -32.0% | +14.4% |
| 5Y | +85.0% | +114.4% | -29.5% | +18.7% |
| 10Y | +561.3% | +193.9% | +367.4% | +236.7% |
| All | +15,612.2% | +1,079.9% | +14,532.3% | +2,852.1% |
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