+5,583.2%
NI vs MSI
+4,571.4%
+1,011.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.5% | +7.4% | -5.9% | +0.4% |
| 30D | +11.9% | +18.7% | -6.9% | +9.1% |
| 3M | +9.1% | +14.5% | -5.3% | +6.9% |
| 6M | -1.8% | +38.1% | -39.9% | -6.5% |
| YTD | +11.4% | +38.7% | -27.4% | +5.7% |
| 1Y | +6.4% | +35.4% | -29.0% | +1.3% |
| 3Y | +98.2% | +75.1% | +23.1% | +81.2% |
| 5Y | +110.1% | +126.4% | -16.3% | +84.2% |
| 10Y | +189.0% | +671.4% | -482.4% | +114.7% |
| All | +5,583.2% | +4,571.4% | +1,011.7% | +2,910.5% |
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 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