+82.5%
MA vs NXT
+213.5%
-131.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.3% |
| 7D | +1.3% | -9.4% | +10.7% | +1.5% |
| 30D | +9.6% | +15.1% | -5.5% | +9.4% |
| 3M | +16.8% | -9.1% | +25.9% | +16.8% |
| 6M | +35.2% | -30.3% | +65.5% | +35.6% |
| YTD | +16.6% | +9.1% | +7.5% | +15.0% |
| 1Y | +19.8% | +7.9% | +11.9% | +18.1% |
| 3Y | +70.7% | +176.5% | -105.8% | +58.2% |
| All | +82.5% | +213.5% | -131.0% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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