+5.0%
NI vs MSI
-2.6%
+7.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.5% |
| 7D | +1.3% | -4.0% | +5.2% | +1.7% |
| 30D | -0.3% | -0.5% | +0.2% | -0.3% |
| 3M | -9.5% | +11.4% | -20.9% | -10.6% |
| 6M | -10.2% | +1.0% | -11.2% | -10.4% |
| YTD | +1.8% | +20.7% | -18.9% | +0.8% |
| All | +5.0% | -2.6% | +7.7% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling