-31.7%
NKE vs MSI
+28.6%
-60.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.2% | +4.0% | +5.0% |
| 7D | +9.0% | +2.8% | +6.2% | +8.5% |
| 30D | +19.2% | +9.1% | +10.1% | +17.5% |
| 3M | -1.5% | +12.5% | -14.0% | -3.3% |
| 6M | -4.2% | +14.2% | -18.4% | -6.6% |
| YTD | -34.8% | +30.7% | -65.5% | -37.8% |
| 1Y | -31.7% | +27.5% | -59.2% | -33.6% |
| All | -31.7% | +28.6% | -60.3% | -33.6% |
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