+2,417.1%
MSCI vs NI
+1,079.8%
+1,337.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | 0.0% |
| 7D | +0.4% | +2.0% | -1.6% | -0.6% |
| 30D | +0.6% | -3.5% | +4.1% | +2.3% |
| 3M | -7.1% | -9.1% | +2.0% | -2.8% |
| 6M | +0.8% | -11.8% | +12.7% | +6.6% |
| YTD | +1.0% | +1.1% | -0.1% | -0.7% |
| 1Y | +4.3% | +6.7% | -2.4% | -0.5% |
| 3Y | +9.9% | +71.1% | -61.1% | -19.2% |
| 5Y | -6.8% | +94.3% | -101.1% | -36.6% |
| 10Y | +614.7% | +135.8% | +478.9% | +305.7% |
| All | +2,417.1% | +1,079.8% | +1,337.3% | +370.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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