+537.0%
MS vs NI
+196.3%
+340.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -1.0% |
| 7D | +3.7% | +3.1% | +0.6% | +2.3% |
| 30D | +2.0% | +11.2% | -9.2% | -2.7% |
| 3M | -12.6% | +9.8% | -22.4% | -16.2% |
| 6M | -0.3% | -1.6% | +1.3% | -0.1% |
| YTD | +9.0% | +12.6% | -3.7% | +2.1% |
| 1Y | +13.9% | +7.8% | +6.1% | +8.8% |
| 3Y | +173.6% | +100.5% | +73.1% | +94.6% |
| 5Y | +122.0% | +114.4% | +7.6% | +50.6% |
| All | +537.0% | +196.3% | +340.7% | +355.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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