+87.2%
MSI vs NXT
+181.9%
-94.7%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.1% |
| 7D | -5.8% | +2.9% | -8.6% | -5.8% |
| 30D | -1.0% | -17.2% | +16.3% | -0.9% |
| 3M | +14.2% | -32.0% | +46.1% | +14.4% |
| 6M | +1.0% | -15.8% | +16.8% | +0.7% |
| YTD | +21.5% | -1.9% | +23.4% | +20.5% |
| 1Y | -2.1% | +22.5% | -24.6% | -3.7% |
| 3Y | +69.3% | +100.5% | -31.2% | +62.1% |
| All | +87.2% | +181.9% | -94.7% | +73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling