-75.7%
NKE vs MS
+113.7%
-189.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -1.9% | -2.2% |
| 7D | -0.2% | -1.6% | +1.3% | +0.5% |
| 30D | +12.3% | -3.8% | +16.1% | +14.0% |
| 3M | -7.1% | -14.6% | +7.5% | -0.8% |
| 6M | -10.3% | -5.1% | -5.3% | -9.8% |
| YTD | -37.8% | +4.5% | -42.3% | -40.7% |
| 1Y | -35.6% | +13.5% | -49.1% | -41.3% |
| 3Y | -61.4% | +160.4% | -221.8% | -78.7% |
| All | -75.7% | +113.7% | -189.4% | -85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling