-63.2%
NKE vs MSFU
+73.2%
-136.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | -4.2% | -1.8% | -2.4% | -3.9% |
| 30D | -8.2% | +0.5% | -8.7% | -8.3% |
| 3M | -19.1% | +51.9% | -70.9% | -25.3% |
| 6M | -32.6% | +35.0% | -67.6% | -37.0% |
| YTD | -40.7% | -9.0% | -31.7% | -40.9% |
| 1Y | -48.9% | -18.8% | -30.1% | -48.1% |
| 3Y | -59.2% | +25.5% | -84.7% | -65.2% |
| All | -63.2% | +73.2% | -136.3% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 10y: compounded portfolio wealth divided by compounded MSFU 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…
10y analysis · Full analysis span regression · 6 months rolling