-62.6%
NKE vs MSFU
+70.7%
-133.3%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | -2.3% | -2.3% | 0.0% | -2.0% |
| 30D | -10.4% | -6.3% | -4.1% | -9.5% |
| 3M | -15.5% | +40.0% | -55.4% | -20.9% |
| 6M | -32.6% | +30.1% | -62.7% | -36.6% |
| YTD | -39.8% | -10.3% | -29.5% | -39.9% |
| 1Y | -47.6% | -19.0% | -28.6% | -46.8% |
| 3Y | -59.0% | +25.8% | -84.8% | -65.1% |
| All | -62.6% | +70.7% | -133.3% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling