-75.3%
NKE vs MSI
+124.3%
-199.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.5% |
| 7D | -1.6% | +3.2% | -4.8% | -2.8% |
| 30D | +7.6% | +17.6% | -10.0% | +0.7% |
| 3M | -6.9% | +14.5% | -21.4% | -12.0% |
| 6M | -8.5% | +34.3% | -42.8% | -19.4% |
| YTD | -38.8% | +39.7% | -78.5% | -47.8% |
| 1Y | -40.6% | +40.2% | -80.7% | -49.4% |
| 3Y | -60.9% | +77.1% | -138.1% | -72.7% |
| All | -75.3% | +124.3% | -199.6% | -86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling