+2,399.3%
NKE vs MS
+5,351.0%
-2,951.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.3% |
| 7D | -5.4% | -1.7% | -3.6% | -5.0% |
| 30D | +8.4% | +0.9% | +7.5% | +8.1% |
| 3M | -6.3% | -10.8% | +4.6% | -3.9% |
| 6M | -7.8% | +0.9% | -8.7% | -8.5% |
| YTD | -38.3% | +9.8% | -48.1% | -40.1% |
| 1Y | -37.3% | +17.1% | -54.4% | -40.2% |
| 3Y | -61.3% | +175.7% | -237.0% | -70.1% |
| 5Y | -74.8% | +125.9% | -200.7% | -79.6% |
| 10Y | -12.7% | +556.2% | -568.9% | -45.2% |
| All | +2,399.3% | +5,351.0% | -2,951.7% | +703.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling