-60.9%
NKE vs MSFU
+21.3%
-82.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | -1.6% | -2.8% | +1.2% | -1.2% |
| 30D | +7.6% | -5.3% | +12.9% | +8.2% |
| 3M | -6.9% | +7.2% | -14.1% | -7.9% |
| 6M | -8.5% | +51.0% | -59.5% | -13.7% |
| YTD | -38.8% | -1.2% | -37.6% | -39.8% |
| 1Y | -40.6% | -10.3% | -30.2% | -40.8% |
| 3Y | -60.9% | +22.2% | -83.1% | -64.4% |
| All | -60.9% | +21.3% | -82.3% | -64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling