+6,288.2%
MS vs NI
+2,793.1%
+3,495.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.7% |
| 7D | +1.4% | +2.0% | -0.6% | +0.1% |
| 30D | -0.3% | -3.5% | +3.3% | +1.9% |
| 3M | +0.3% | -9.1% | +9.4% | +5.8% |
| 6M | +31.3% | -11.8% | +43.2% | +40.6% |
| YTD | +24.7% | +1.1% | +23.6% | +21.8% |
| 1Y | +47.9% | +6.7% | +41.2% | +39.1% |
| 3Y | +178.3% | +71.1% | +107.3% | +90.1% |
| 5Y | +144.9% | +94.3% | +50.6% | +49.9% |
| 10Y | +804.5% | +135.8% | +668.8% | +344.4% |
| All | +6,288.2% | +2,793.1% | +3,495.1% | +472.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling