+221.1%
MA vs NIO
-43.2%
+264.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -0.3% | +6.9% | -7.2% | -0.8% |
| 30D | +11.3% | -4.7% | +16.1% | +11.6% |
| 3M | +16.7% | -28.1% | +44.7% | +19.0% |
| 6M | +32.8% | -41.7% | +74.5% | +37.0% |
| YTD | +15.6% | -33.1% | +48.8% | +17.8% |
| 1Y | +19.6% | -50.3% | +69.9% | +24.1% |
| 3Y | +72.1% | -54.4% | +126.4% | +74.3% |
| 5Y | +96.0% | -91.6% | +187.7% | +113.4% |
| All | +221.1% | -43.2% | +264.3% | +201.8% |
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