+15,762.5%
MA vs NI
+1,066.5%
+14,695.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.2% |
| 7D | +1.8% | +1.5% | +0.3% | +1.1% |
| 30D | +11.8% | +11.9% | 0.0% | +5.7% |
| 3M | +17.2% | +9.1% | +8.0% | +12.0% |
| 6M | +33.4% | -1.8% | +35.1% | +34.0% |
| YTD | +16.1% | +11.4% | +4.8% | +8.8% |
| 1Y | +19.9% | +6.4% | +13.5% | +14.9% |
| 3Y | +70.1% | +98.2% | -28.2% | +16.1% |
| 5Y | +89.6% | +110.1% | -20.4% | +23.0% |
| 10Y | +568.4% | +189.0% | +379.4% | +243.4% |
| All | +15,762.5% | +1,066.5% | +14,695.9% | +2,897.7% |
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