+374.0%
MSI vs NIO
-46.0%
+420.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.5% |
| 7D | +7.7% | -1.8% | +9.5% | +7.7% |
| 30D | +19.9% | -6.6% | +26.5% | +20.2% |
| 3M | +14.9% | -29.9% | +44.8% | +16.4% |
| 6M | +37.2% | -46.6% | +83.9% | +40.3% |
| YTD | +40.8% | -36.5% | +77.2% | +42.7% |
| 1Y | +38.1% | -51.1% | +89.3% | +41.4% |
| 3Y | +77.7% | -55.2% | +132.9% | +79.1% |
| 5Y | +129.0% | -92.3% | +221.3% | +140.9% |
| All | +374.0% | -46.0% | +420.0% | +357.8% |
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 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