+309.0%
MSI vs NIO
-36.8%
+345.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -5.8% | -6.7% | +0.9% | -5.5% |
| 30D | -1.0% | -20.0% | +19.1% | -0.1% |
| 3M | +14.2% | -30.5% | +44.6% | +15.7% |
| 6M | +1.0% | -20.7% | +21.8% | +1.7% |
| YTD | +21.5% | -25.7% | +47.1% | +22.4% |
| 1Y | -2.1% | -38.6% | +36.4% | -0.8% |
| 3Y | +69.3% | -62.3% | +131.6% | +72.0% |
| 5Y | +99.3% | -90.1% | +189.4% | +107.8% |
| All | +309.0% | -36.8% | +345.8% | +292.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling