+96.4%
NI vs MSI
+100.4%
-4.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.5% |
| 7D | +2.3% | -5.8% | +8.0% | +3.9% |
| 30D | -1.7% | -1.0% | -0.7% | -1.5% |
| 3M | -8.0% | +14.2% | -22.2% | -11.5% |
| 6M | -8.6% | +1.0% | -9.7% | -9.3% |
| YTD | +2.3% | +21.5% | -19.1% | -3.9% |
| 1Y | +6.9% | -2.1% | +9.1% | +7.0% |
| 3Y | +70.6% | +69.3% | +1.2% | +41.5% |
| 5Y | +96.4% | +99.3% | -2.9% | +52.2% |
| All | +96.4% | +100.4% | -4.1% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling