-61.9%
NKE vs MSFU
+72.2%
-134.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.4% |
| 7D | -0.1% | -3.2% | +3.1% | +0.4% |
| 30D | -7.7% | -3.1% | -4.5% | -7.2% |
| 3M | -10.9% | +35.3% | -46.2% | -16.1% |
| 6M | -31.9% | +31.6% | -63.4% | -36.0% |
| YTD | -38.6% | -9.5% | -29.1% | -38.8% |
| 1Y | -46.9% | -18.4% | -28.5% | -46.2% |
| 3Y | -58.2% | +26.9% | -85.1% | -64.5% |
| All | -61.9% | +72.2% | -134.1% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling