+140.2%
NI vs MSI
+601.8%
-461.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | -0.6% | -1.8% | +1.2% | 0.0% |
| 30D | -1.4% | -0.6% | -0.8% | -1.3% |
| 3M | -10.6% | +13.0% | -23.6% | -14.5% |
| 6M | -9.9% | +0.5% | -10.4% | -10.7% |
| YTD | +1.2% | +21.7% | -20.5% | -6.4% |
| 1Y | +4.4% | -2.6% | +7.0% | +4.2% |
| 3Y | +68.6% | +69.7% | -1.1% | +35.7% |
| 5Y | +98.0% | +102.8% | -4.8% | +46.8% |
| All | +140.2% | +601.8% | -461.6% | +41.3% |
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