-40.6%
NKE vs MS
+15.2%
-55.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -1.6% | +5.1% | -6.6% | -2.5% |
| 30D | +7.6% | +5.7% | +1.9% | +6.6% |
| 3M | -6.9% | -12.2% | +5.3% | -5.2% |
| 6M | -8.5% | -0.5% | -8.0% | -10.7% |
| YTD | -38.8% | +9.8% | -48.6% | -41.6% |
| 1Y | -40.6% | +17.7% | -58.3% | -44.4% |
| All | -40.6% | +15.2% | -55.7% | -44.4% |
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