+114.2%
MS vs NXT
+246.1%
-131.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +0.7% | +15.1% | -14.4% | -1.1% |
| 30D | -0.9% | +21.8% | -22.7% | -3.6% |
| 3M | -13.0% | +1.6% | -14.6% | -13.6% |
| 6M | -2.0% | -16.7% | +14.7% | -1.0% |
| YTD | +7.8% | +20.4% | -12.6% | +3.4% |
| 1Y | +17.9% | +0.2% | +17.6% | +15.2% |
| 3Y | +174.8% | +208.7% | -33.9% | +122.5% |
| All | +114.2% | +246.1% | -131.8% | +66.0% |
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