+794.2%
MS vs NI
+137.0%
+657.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.2% |
| 7D | +2.5% | +2.3% | +0.2% | +1.5% |
| 30D | 0.0% | -1.7% | +1.6% | +0.6% |
| 3M | +2.4% | -8.0% | +10.4% | +5.8% |
| 6M | +36.4% | -8.6% | +45.0% | +40.7% |
| YTD | +23.8% | +2.3% | +21.5% | +21.1% |
| 1Y | +48.6% | +6.9% | +41.7% | +42.1% |
| 3Y | +179.1% | +70.6% | +108.6% | +114.7% |
| 5Y | +144.8% | +96.4% | +48.4% | +74.3% |
| 10Y | +794.2% | +136.1% | +658.0% | +556.8% |
| All | +794.2% | +137.0% | +657.2% | +556.8% |
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