-32.6%
NKE vs MSFU
+33.4%
-66.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -2.3% | -2.3% | 0.0% | -2.1% |
| 30D | -10.4% | -6.3% | -4.1% | -9.8% |
| 3M | -15.5% | +40.0% | -55.4% | -18.2% |
| 6M | -32.6% | +30.1% | -62.7% | -35.9% |
| All | -32.6% | +33.4% | -66.0% | -35.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling