+499.2%
NOW vs MS
+616.2%
-117.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.1% |
| 7D | -3.0% | -1.6% | -1.4% | -2.3% |
| 30D | -26.0% | -3.8% | -22.3% | -24.9% |
| 3M | -13.1% | -14.6% | +1.5% | -7.5% |
| 6M | +14.5% | -5.1% | +19.6% | +15.3% |
| YTD | -33.4% | +4.5% | -38.0% | -36.3% |
| 1Y | -40.6% | +13.5% | -54.2% | -45.3% |
| 3Y | -16.3% | +160.4% | -176.7% | -47.7% |
| 5Y | -26.3% | +112.9% | -139.2% | -50.1% |
| All | +499.2% | +616.2% | -117.0% | +167.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 10y: compounded portfolio wealth divided by compounded MS 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…
10y analysis · Full analysis span regression · 6 months rolling