-47.4%
NKE vs MSI
-0.7%
-46.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -2.0% | -3.7% | +1.7% | -1.5% |
| 30D | -8.6% | +6.8% | -15.4% | -9.4% |
| 3M | -11.0% | +14.3% | -25.3% | -12.7% |
| 6M | -33.2% | -1.6% | -31.7% | -33.7% |
| YTD | -38.1% | +22.8% | -60.9% | -40.0% |
| 1Y | -47.4% | -1.1% | -46.3% | -49.2% |
| All | -47.4% | -0.7% | -46.7% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling