+89.6%
MA vs NIO
-92.0%
+181.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +0.8% |
| 7D | +1.8% | +2.8% | -1.0% | +1.6% |
| 30D | +11.8% | -8.4% | +20.2% | +12.5% |
| 3M | +17.2% | -32.0% | +49.1% | +20.6% |
| 6M | +33.4% | -43.9% | +77.3% | +39.0% |
| YTD | +16.1% | -35.7% | +51.8% | +19.1% |
| 1Y | +19.9% | -51.1% | +71.0% | +25.7% |
| 3Y | +70.1% | -54.7% | +124.8% | +72.9% |
| 5Y | +89.6% | -91.7% | +181.3% | +110.2% |
| All | +89.6% | -92.0% | +181.6% | +110.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling