-47.4%
NKE vs MS
+49.4%
-96.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.0% |
| 7D | -2.0% | +1.4% | -3.4% | -2.2% |
| 30D | -8.6% | -0.3% | -8.3% | -8.6% |
| 3M | -11.0% | +0.3% | -11.3% | -11.5% |
| 6M | -33.2% | +31.3% | -64.6% | -38.1% |
| YTD | -38.1% | +24.7% | -62.8% | -42.1% |
| 1Y | -47.4% | +47.9% | -95.3% | -51.5% |
| All | -47.4% | +49.4% | -96.8% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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