+118.3%
MS vs NXT
+213.5%
-95.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.6% |
| 7D | +5.1% | -9.4% | +14.5% | +6.4% |
| 30D | +5.7% | +15.1% | -9.4% | +3.6% |
| 3M | -12.2% | -9.1% | -3.1% | -11.5% |
| 6M | -0.5% | -30.3% | +29.8% | +2.7% |
| YTD | +9.8% | +9.1% | +0.7% | +6.7% |
| 1Y | +17.7% | +7.9% | +9.9% | +14.4% |
| 3Y | +176.8% | +176.5% | +0.3% | +127.3% |
| All | +118.3% | +213.5% | -95.2% | +71.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling