+219.6%
MA vs NIO
-43.5%
+263.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.9% | -6.4% | -0.9% |
| 7D | +2.3% | +5.6% | -3.3% | +1.9% |
| 30D | +14.7% | -4.2% | +18.9% | +14.9% |
| 3M | +13.5% | -26.3% | +39.8% | +15.6% |
| 6M | +33.1% | -42.5% | +75.7% | +37.5% |
| YTD | +15.1% | -33.5% | +48.6% | +17.3% |
| 1Y | +18.7% | -52.7% | +71.4% | +23.6% |
| 3Y | +72.1% | -57.5% | +129.5% | +75.2% |
| 5Y | +92.8% | -92.0% | +184.8% | +110.4% |
| All | +219.6% | -43.5% | +263.1% | +200.5% |
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