+114.0%
MS vs NIO
-92.6%
+206.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.0% | -2.9% | -5.6% |
| 7D | -3.4% | -3.6% | +0.2% | -3.0% |
| 30D | -3.9% | -8.0% | +4.1% | -3.1% |
| 3M | -15.9% | -31.2% | +15.3% | -12.6% |
| 6M | -2.5% | -45.8% | +43.3% | +3.7% |
| YTD | +5.1% | -37.3% | +42.4% | +9.3% |
| 1Y | +13.0% | -56.1% | +69.1% | +21.9% |
| 3Y | +160.7% | -61.1% | +221.8% | +172.8% |
| 5Y | +114.0% | -92.4% | +206.5% | +152.6% |
| All | +114.0% | -92.6% | +206.7% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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