+47.9%
MS vs NXT
+26.2%
+21.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.1% |
| 7D | +1.4% | -1.1% | +2.5% | +1.5% |
| 30D | -0.3% | -15.3% | +15.1% | +2.0% |
| 3M | +0.3% | -43.8% | +44.1% | +7.5% |
| 6M | +31.3% | -18.7% | +50.0% | +33.3% |
| YTD | +24.7% | -3.0% | +27.7% | +23.4% |
| 1Y | +47.9% | +22.7% | +25.2% | +47.5% |
| All | +47.9% | +26.2% | +21.7% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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