+542.0%
MS vs NI
+197.8%
+344.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.5% |
| 7D | +5.1% | +4.3% | +0.8% | +3.1% |
| 30D | +5.7% | +12.4% | -6.7% | +0.4% |
| 3M | -12.2% | +10.2% | -22.3% | -15.9% |
| 6M | -0.5% | -0.8% | +0.3% | -0.7% |
| YTD | +9.8% | +13.2% | -3.4% | +2.6% |
| 1Y | +17.7% | +10.1% | +7.7% | +11.4% |
| 3Y | +176.8% | +103.1% | +73.7% | +95.8% |
| 5Y | +123.7% | +115.5% | +8.2% | +51.5% |
| All | +542.0% | +197.8% | +344.1% | +357.6% |
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