-73.8%
NKE vs MS
+145.8%
-219.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.1% |
| 7D | -2.0% | +1.4% | -3.4% | -2.6% |
| 30D | -8.6% | -0.3% | -8.3% | -8.6% |
| 3M | -11.0% | +0.3% | -11.3% | -11.8% |
| 6M | -33.2% | +31.3% | -64.6% | -42.0% |
| YTD | -38.1% | +24.7% | -62.8% | -45.2% |
| 1Y | -47.4% | +47.9% | -95.3% | -57.4% |
| 3Y | -59.8% | +178.3% | -238.1% | -77.7% |
| All | -73.8% | +145.8% | -219.6% | -85.5% |
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 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