-58.6%
NKE vs MSCI
+7.5%
-66.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.1% |
| 7D | -2.3% | -1.1% | -1.2% | -2.0% |
| 30D | -10.4% | -1.2% | -9.2% | -10.0% |
| 3M | -15.5% | -8.4% | -7.1% | -13.5% |
| 6M | -32.6% | -1.0% | -31.6% | -32.7% |
| YTD | -39.8% | -2.3% | -37.6% | -39.9% |
| 1Y | -47.6% | -1.2% | -46.4% | -48.0% |
| All | -58.6% | +7.5% | -66.1% | -61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling