+656.9%
MSI vs NLY
+1,202.9%
-546.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.7% |
| 7D | -1.8% | -3.6% | +1.9% | -0.7% |
| 30D | -0.6% | -4.9% | +4.3% | +0.8% |
| 3M | +13.0% | +6.2% | +6.8% | +10.9% |
| 6M | +0.5% | +4.5% | -4.0% | -1.2% |
| YTD | +21.7% | +5.1% | +16.6% | +19.4% |
| 1Y | -2.6% | +13.5% | -16.1% | -6.8% |
| 3Y | +69.7% | +65.6% | +4.1% | +43.2% |
| 5Y | +102.8% | +26.9% | +75.9% | +82.2% |
| 10Y | +602.9% | +81.8% | +521.1% | +442.3% |
| All | +656.9% | +1,202.9% | -546.0% | +364.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 all: compounded portfolio wealth divided by compounded NLY 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…
all analysis · Full analysis span regression · 6 months rolling