+245.4%
NEE vs MSI
+601.8%
-356.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.6% |
| 7D | -1.9% | -1.8% | -0.2% | -1.3% |
| 30D | -3.1% | -0.6% | -2.5% | -3.0% |
| 3M | -2.4% | +13.0% | -15.4% | -7.1% |
| 6M | -8.6% | +0.5% | -9.1% | -9.6% |
| YTD | +4.9% | +21.7% | -16.8% | -3.6% |
| 1Y | +19.4% | -2.6% | +22.0% | +19.1% |
| 3Y | +34.9% | +69.7% | -34.8% | +6.0% |
| 5Y | +11.0% | +102.8% | -91.8% | -20.0% |
| All | +245.4% | +601.8% | -356.4% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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