+6,112.4%
NKE vs MSI
+3,990.4%
+2,122.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -0.1% | -5.8% | +5.7% | +1.4% |
| 30D | -7.7% | -1.0% | -6.7% | -7.5% |
| 3M | -10.9% | +14.2% | -25.1% | -14.0% |
| 6M | -31.9% | +1.0% | -32.9% | -32.4% |
| YTD | -38.6% | +21.5% | -60.1% | -41.9% |
| 1Y | -46.9% | -2.1% | -44.8% | -47.1% |
| 3Y | -58.2% | +69.3% | -127.5% | -64.0% |
| 5Y | -74.0% | +99.3% | -173.3% | -78.5% |
| 10Y | -21.6% | +595.0% | -616.6% | -51.9% |
| All | +6,112.4% | +3,990.4% | +2,122.0% | +1,330.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling