+68.5%
MA vs NXT
+171.4%
-102.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.9% | +5.7% | -1.2% |
| 7D | -0.5% | -6.0% | +5.5% | -0.5% |
| 30D | +7.9% | +5.4% | +2.5% | +7.9% |
| 3M | +16.8% | -9.7% | +26.5% | +16.7% |
| 6M | +31.0% | -25.3% | +56.3% | +30.9% |
| YTD | +15.0% | +7.5% | +7.6% | +13.8% |
| 1Y | +17.0% | -3.0% | +20.0% | +16.0% |
| All | +68.5% | +171.4% | -102.9% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling