+10.9%
MSCI vs NXT
-16.0%
+26.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.3% | -7.6% | -2.2% |
| 7D | +2.8% | +32.2% | -29.4% | +3.9% |
| 30D | +15.4% | +21.9% | -6.5% | +16.1% |
| 3M | +13.4% | +6.6% | +6.8% | +13.1% |
| 6M | +10.9% | -16.8% | +27.7% | +11.0% |
| All | +10.9% | -16.0% | +26.9% | +11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling