+17.1%
MS vs NXT
-4.9%
+21.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.9% | +1.5% |
| 7D | -1.7% | -5.7% | +4.0% | -0.8% |
| 30D | +0.9% | +18.5% | -17.6% | -1.9% |
| 3M | -10.8% | -4.1% | -6.7% | -10.8% |
| 6M | +0.9% | -20.3% | +21.2% | +2.7% |
| YTD | +9.8% | +15.5% | -5.7% | +5.1% |
| 1Y | +17.1% | -5.0% | +22.0% | +14.7% |
| All | +17.1% | -4.9% | +21.9% | +14.7% |
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