+95.0%
MSFU vs NIO
-80.2%
+175.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.8% | -0.5% | -3.9% |
| 7D | +4.0% | +2.8% | +1.2% | +3.8% |
| 30D | -2.3% | -8.4% | +6.1% | -1.4% |
| 3M | +7.1% | -32.0% | +39.1% | +11.1% |
| 6M | +48.9% | -43.9% | +92.8% | +56.9% |
| YTD | +2.4% | -35.7% | +38.1% | +6.1% |
| 1Y | -8.1% | -51.1% | +43.0% | -2.3% |
| 3Y | +25.2% | -54.7% | +79.9% | +27.7% |
| All | +95.0% | -80.2% | +175.2% | +122.5% |
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