+117.0%
MSI vs NXT
+231.9%
-114.9%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.5% |
| 7D | +7.7% | -5.7% | +13.4% | +7.7% |
| 30D | +19.9% | +18.5% | +1.4% | +19.9% |
| 3M | +14.9% | -4.1% | +19.0% | +15.0% |
| 6M | +37.2% | -20.3% | +57.6% | +37.3% |
| YTD | +40.8% | +15.5% | +25.3% | +39.6% |
| 1Y | +38.1% | -5.0% | +43.1% | +37.5% |
| 3Y | +77.7% | +191.6% | -114.0% | +67.6% |
| All | +117.0% | +231.9% | -114.9% | +101.3% |
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