+406.6%
MSFT vs NIO
-51.7%
+458.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +0.6% |
| 7D | -1.3% | -14.5% | +13.2% | -0.1% |
| 30D | -1.8% | -15.0% | +13.1% | -0.6% |
| 3M | +5.6% | -35.6% | +41.2% | +9.2% |
| 6M | +29.8% | -55.7% | +85.5% | +37.8% |
| YTD | +9.0% | -43.1% | +52.1% | +13.0% |
| 1Y | +4.9% | -53.5% | +58.5% | +10.4% |
| 3Y | +46.2% | -59.8% | +106.1% | +50.0% |
| 5Y | +62.1% | -93.2% | +155.3% | +82.8% |
| All | +406.6% | -51.7% | +458.2% | +383.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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