+80.2%
MA vs NXT
+246.1%
-165.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.3% | -5.8% | -0.6% |
| 7D | +2.3% | +32.2% | -29.9% | +1.9% |
| 30D | +14.7% | +21.9% | -7.3% | +14.3% |
| 3M | +13.5% | +6.6% | +6.9% | +13.3% |
| 6M | +33.1% | -16.8% | +49.9% | +33.0% |
| YTD | +15.1% | +20.4% | -5.4% | +13.3% |
| 1Y | +18.7% | -1.5% | +20.3% | +17.7% |
| 3Y | +72.1% | +182.4% | -110.3% | +60.1% |
| All | +80.2% | +246.1% | -165.9% | +63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling