-75.3%
NKE vs MSCI
+6.7%
-82.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | 0.0% |
| 7D | -1.6% | +3.0% | -4.6% | -2.9% |
| 30D | +7.6% | +17.8% | -10.2% | +0.1% |
| 3M | -6.9% | +15.2% | -22.1% | -12.6% |
| 6M | -8.5% | +16.5% | -25.0% | -15.0% |
| YTD | -38.8% | +16.4% | -55.2% | -43.6% |
| 1Y | -40.6% | +16.8% | -57.4% | -45.4% |
| 3Y | -60.9% | +35.8% | -96.7% | -67.9% |
| All | -75.3% | +6.7% | -82.0% | -79.3% |
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