+281.9%
NEE vs MS
+614.4%
-332.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.8% |
| 7D | +2.2% | +0.7% | +1.4% | +2.0% |
| 30D | +12.3% | -0.9% | +13.2% | +12.3% |
| 3M | +3.4% | -13.0% | +16.4% | +6.3% |
| 6M | -5.3% | -2.0% | -3.3% | -5.5% |
| YTD | +10.6% | +7.8% | +2.8% | +7.4% |
| 1Y | +6.5% | +17.9% | -11.4% | +1.2% |
| 3Y | +73.5% | +174.8% | -101.3% | +30.7% |
| 5Y | +17.0% | +119.9% | -102.9% | -8.3% |
| 10Y | +281.9% | +578.8% | -297.0% | +140.0% |
| All | +281.9% | +614.4% | -332.6% | +140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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