+367.6%
MSI vs NIO
-43.2%
+410.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.6% |
| 7D | +8.3% | +6.9% | +1.4% | +8.1% |
| 30D | +18.9% | -4.7% | +23.6% | +19.1% |
| 3M | +13.2% | -28.1% | +41.3% | +14.6% |
| 6M | +38.3% | -41.7% | +80.0% | +40.9% |
| YTD | +38.9% | -33.1% | +72.0% | +40.5% |
| 1Y | +36.7% | -50.3% | +87.0% | +39.8% |
| 3Y | +76.6% | -54.4% | +130.9% | +77.8% |
| 5Y | +124.5% | -91.6% | +216.1% | +135.4% |
| All | +367.6% | -43.2% | +410.8% | +350.7% |
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 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