+89.3%
MSI vs NXT
+178.8%
-89.5%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -0.9% |
| 7D | -3.7% | -1.1% | -2.6% | -3.7% |
| 30D | +6.8% | -15.3% | +22.2% | +6.9% |
| 3M | +14.3% | -43.8% | +58.1% | +14.8% |
| 6M | -1.6% | -18.7% | +17.1% | -1.8% |
| YTD | +22.8% | -3.0% | +25.8% | +21.9% |
| 1Y | -1.1% | +22.7% | -23.8% | -2.7% |
| 3Y | +70.5% | +95.9% | -25.4% | +63.3% |
| All | +89.3% | +178.8% | -89.5% | +75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling