+5,059.0%
NI vs MSI
+4,035.2%
+1,023.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.5% |
| 7D | +2.0% | -3.7% | +5.7% | +2.6% |
| 30D | -3.5% | +6.8% | -10.4% | -4.6% |
| 3M | -9.1% | +14.3% | -23.4% | -11.0% |
| 6M | -11.8% | -1.6% | -10.3% | -11.9% |
| YTD | +1.1% | +22.8% | -21.7% | -2.3% |
| 1Y | +6.7% | -1.1% | +7.8% | +6.4% |
| 3Y | +71.1% | +70.5% | +0.6% | +57.0% |
| 5Y | +94.3% | +102.8% | -8.5% | +73.1% |
| 10Y | +135.8% | +597.4% | -461.6% | +77.9% |
| All | +5,059.0% | +4,035.2% | +1,023.8% | +2,683.1% |
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