-39.2%
NKE vs MSCI
+12.8%
-52.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -1.0% |
| 7D | -4.6% | -0.7% | -3.9% | -4.3% |
| 30D | +6.9% | +16.2% | -9.3% | +2.2% |
| 3M | -5.8% | +16.1% | -21.9% | -9.9% |
| 6M | -9.1% | +12.9% | -22.0% | -12.7% |
| YTD | -39.2% | +14.8% | -54.0% | -41.5% |
| 1Y | -39.2% | +13.8% | -53.0% | -39.5% |
| All | -39.2% | +12.8% | -52.1% | -39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling