+20.8%
MSFU vs NIO
-55.4%
+76.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.5% | -4.7% |
| 7D | -12.7% | -1.8% | -10.8% | -12.5% |
| 30D | -9.0% | -6.6% | -2.4% | -8.5% |
| 3M | +2.9% | -29.9% | +32.8% | +5.4% |
| 6M | +43.5% | -46.6% | +90.2% | +49.2% |
| YTD | -2.4% | -36.5% | +34.0% | +0.4% |
| 1Y | -13.5% | -51.1% | +37.6% | -9.6% |
| All | +20.8% | -55.4% | +76.2% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling