-75.5%
NKE vs MA
+88.8%
-164.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -0.6% |
| 7D | -4.6% | -0.5% | -4.0% | -4.2% |
| 30D | +6.9% | +7.9% | -1.0% | +1.7% |
| 3M | -5.8% | +16.8% | -22.6% | -15.1% |
| 6M | -9.1% | +31.0% | -40.1% | -24.3% |
| YTD | -39.2% | +15.0% | -54.2% | -45.0% |
| 1Y | -39.2% | +17.0% | -56.3% | -45.8% |
| 3Y | -61.8% | +68.5% | -130.3% | -74.1% |
| 5Y | -75.5% | +85.0% | -160.5% | -85.0% |
| All | -75.5% | +88.8% | -164.4% | -85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling