+7,463.1%
NEE vs MSI
+4,640.9%
+2,822.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | -2.8% | +7.7% | -10.5% | -3.8% |
| 30D | +9.5% | +19.9% | -10.4% | +6.9% |
| 3M | +1.0% | +14.9% | -13.9% | -0.9% |
| 6M | -8.0% | +37.2% | -45.2% | -12.0% |
| YTD | +9.4% | +40.8% | -31.3% | +4.1% |
| 1Y | +3.1% | +38.1% | -35.0% | -1.6% |
| 3Y | +70.5% | +77.7% | -7.2% | +56.7% |
| 5Y | +15.2% | +129.0% | -113.8% | +2.1% |
| 10Y | +291.2% | +671.3% | -380.1% | +200.7% |
| All | +7,463.1% | +4,640.9% | +2,822.3% | +3,991.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling