-24.0%
NKE vs MSCI
+634.9%
-658.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.1% |
| 7D | -4.2% | -3.2% | -1.0% | -2.9% |
| 30D | -8.2% | -1.1% | -7.1% | -7.7% |
| 3M | -19.1% | -6.3% | -12.7% | -17.2% |
| 6M | -32.6% | +2.1% | -34.7% | -33.7% |
| YTD | -40.7% | -2.3% | -38.5% | -40.9% |
| 1Y | -48.9% | -3.9% | -44.9% | -49.0% |
| 3Y | -59.2% | +7.5% | -66.7% | -62.2% |
| 5Y | -75.3% | -9.8% | -65.6% | -76.2% |
| All | -24.0% | +634.9% | -658.9% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling