+87.6%
MSI vs NXT
+168.4%
-80.8%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +0.9% |
| 7D | -1.8% | -2.6% | +0.8% | -1.8% |
| 30D | -0.6% | -22.4% | +21.8% | -0.6% |
| 3M | +13.0% | -27.3% | +40.4% | +13.2% |
| 6M | +0.5% | -28.5% | +29.0% | +0.4% |
| YTD | +21.7% | -6.6% | +28.3% | +20.8% |
| 1Y | -2.6% | +20.4% | -23.0% | -4.2% |
| 3Y | +69.7% | +90.9% | -21.3% | +62.4% |
| All | +87.6% | +168.4% | -80.8% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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