-49.1%
NKE vs MS
+42.2%
-91.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.8% |
| 7D | -5.5% | -2.1% | -3.5% | -5.2% |
| 30D | -10.4% | -1.1% | -9.3% | -10.3% |
| 3M | -15.8% | +3.5% | -19.3% | -17.1% |
| 6M | -33.4% | +33.7% | -67.2% | -38.5% |
| YTD | -41.0% | +21.8% | -62.8% | -44.5% |
| 1Y | -49.1% | +41.1% | -90.2% | -53.3% |
| All | -49.1% | +42.2% | -91.3% | -53.3% |
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