+408.3%
NKE vs MA
+18,070.6%
-17,662.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.1% |
| 7D | -1.6% | +1.3% | -2.9% | -2.1% |
| 30D | +7.6% | +9.6% | -2.0% | +3.6% |
| 3M | -6.9% | +16.8% | -23.7% | -12.7% |
| 6M | -8.5% | +35.2% | -43.7% | -19.4% |
| YTD | -38.8% | +16.6% | -55.4% | -42.8% |
| 1Y | -40.6% | +19.8% | -60.3% | -45.1% |
| 3Y | -60.9% | +70.7% | -131.6% | -68.8% |
| 5Y | -75.4% | +87.4% | -162.8% | -81.1% |
| 10Y | -13.5% | +570.0% | -583.5% | -58.7% |
| All | +408.3% | +18,070.6% | -17,662.3% | +27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling