+223.5%
MA vs NIO
-46.0%
+269.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | -1.8% | -1.8% | 0.0% | -1.7% |
| 30D | +11.0% | -6.6% | +17.7% | +11.5% |
| 3M | +17.9% | -29.9% | +47.7% | +20.4% |
| 6M | +33.2% | -46.6% | +79.8% | +38.2% |
| YTD | +16.5% | -36.5% | +53.0% | +19.1% |
| 1Y | +19.1% | -51.1% | +70.2% | +23.8% |
| 3Y | +70.6% | -55.2% | +125.8% | +72.9% |
| 5Y | +92.1% | -92.3% | +184.4% | +110.3% |
| All | +223.5% | -46.0% | +269.5% | +205.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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