+145.1%
MS vs NI
+95.1%
+50.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +1.4% | +2.0% | -0.6% | +0.6% |
| 30D | -0.3% | -3.5% | +3.3% | +1.1% |
| 3M | +0.3% | -9.1% | +9.4% | +3.7% |
| 6M | +31.3% | -11.8% | +43.2% | +37.1% |
| YTD | +24.7% | +1.1% | +23.6% | +22.1% |
| 1Y | +47.9% | +6.7% | +41.2% | +40.9% |
| 3Y | +178.3% | +71.1% | +107.3% | +115.6% |
| All | +145.1% | +95.1% | +50.0% | +83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling