-31.7%
NKE vs MA
+24.3%
-56.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.9% | +1.3% | +3.1% |
| 7D | +9.0% | +10.2% | -1.2% | +3.7% |
| 30D | +19.2% | +19.3% | -0.1% | +9.3% |
| 3M | -1.5% | +18.0% | -19.4% | -9.2% |
| 6M | -4.2% | +33.7% | -37.9% | -16.6% |
| YTD | -34.8% | +18.6% | -53.4% | -40.7% |
| 1Y | -31.7% | +22.5% | -54.2% | -39.3% |
| All | -31.7% | +24.3% | -56.0% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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