+5,648.4%
NI vs MSI
+4,598.2%
+1,050.2%
-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% | +1.5% | +0.7% |
| 7D | +3.1% | +2.6% | +0.5% | +2.7% |
| 30D | +11.2% | +18.1% | -7.0% | +8.5% |
| 3M | +9.8% | +13.2% | -3.4% | +7.8% |
| 6M | -1.6% | +36.3% | -37.9% | -6.2% |
| YTD | +12.6% | +39.5% | -26.9% | +6.9% |
| 1Y | +7.8% | +36.9% | -29.1% | +2.5% |
| 3Y | +100.5% | +76.1% | +24.4% | +83.1% |
| 5Y | +114.4% | +123.7% | -9.3% | +88.3% |
| 10Y | +193.9% | +664.3% | -470.4% | +118.6% |
| All | +5,648.4% | +4,598.2% | +1,050.2% | +2,942.4% |
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