+108.9%
MS vs NXT
+228.5%
-119.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.7% | +0.7% | -5.1% |
| 7D | -3.4% | +24.7% | -28.1% | -6.2% |
| 30D | -3.9% | +13.0% | -17.0% | -5.6% |
| 3M | -15.9% | -0.2% | -15.7% | -16.3% |
| 6M | -2.5% | -19.3% | +16.8% | -1.1% |
| YTD | +5.1% | +14.3% | -9.2% | +1.6% |
| 1Y | +13.0% | -11.0% | +23.9% | +12.1% |
| 3Y | +160.7% | +167.8% | -7.1% | +115.4% |
| All | +108.9% | +228.5% | -119.6% | +63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling