+44.7%
MS vs NI
+6.3%
+38.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | +1.7% | +1.3% | +0.4% | +1.7% |
| 30D | 0.0% | -0.3% | +0.3% | 0.0% |
| 3M | +3.0% | -9.5% | +12.4% | +2.6% |
| 6M | +35.7% | -10.2% | +45.9% | +35.2% |
| YTD | +23.3% | +1.8% | +21.5% | +18.9% |
| 1Y | +44.7% | +5.7% | +39.0% | +38.0% |
| All | +44.7% | +6.3% | +38.4% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling