+114.1%
MSI vs NXT
+246.1%
-132.0%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +8.3% | +15.1% | -6.8% | +8.3% |
| 30D | +18.9% | +21.8% | -2.9% | +18.8% |
| 3M | +13.2% | +1.6% | +11.6% | +13.2% |
| 6M | +38.3% | -16.7% | +55.0% | +38.3% |
| YTD | +38.9% | +20.4% | +18.5% | +37.7% |
| 1Y | +36.7% | +0.2% | +36.4% | +36.0% |
| 3Y | +76.6% | +208.7% | -132.1% | +66.4% |
| All | +114.1% | +246.1% | -132.0% | +98.5% |
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