+219.9%
NKE vs MSCI
+2,756.4%
-2,536.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -2.0% | +0.4% | -2.4% | -2.1% |
| 30D | -8.6% | +0.6% | -9.1% | -8.7% |
| 3M | -11.0% | -7.1% | -4.0% | -9.0% |
| 6M | -33.2% | +0.8% | -34.1% | -33.8% |
| YTD | -38.1% | +1.0% | -39.1% | -39.0% |
| 1Y | -47.4% | +4.3% | -51.7% | -48.9% |
| 3Y | -59.8% | +9.9% | -69.7% | -62.4% |
| 5Y | -74.2% | -6.8% | -67.5% | -74.9% |
| 10Y | -23.5% | +614.7% | -638.1% | -62.9% |
| All | +219.9% | +2,756.4% | -2,536.4% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling