-74.4%
NKE vs MSCI
-11.7%
-62.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | +0.9% |
| 7D | -0.1% | -2.1% | +2.0% | +0.8% |
| 30D | -7.7% | -1.7% | -5.9% | -7.0% |
| 3M | -10.9% | -8.2% | -2.7% | -8.0% |
| 6M | -31.9% | -2.4% | -29.4% | -31.7% |
| YTD | -38.6% | -2.8% | -35.8% | -38.7% |
| 1Y | -46.9% | -2.7% | -44.3% | -47.4% |
| 3Y | -58.2% | +7.3% | -65.5% | -61.6% |
| All | -74.4% | -11.7% | -62.8% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling