+808.8%
NOW vs MS
+802.6%
+6.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.2% | -3.1% |
| 7D | -2.4% | +1.4% | -3.8% | -2.9% |
| 30D | +20.5% | -0.3% | +20.8% | +20.5% |
| 3M | +18.3% | +0.3% | +18.1% | +17.1% |
| 6M | +24.1% | +31.3% | -7.3% | +8.4% |
| YTD | -7.8% | +24.7% | -32.4% | -17.9% |
| 1Y | -21.4% | +47.9% | -69.3% | -35.5% |
| 3Y | +19.5% | +178.3% | -158.8% | -27.5% |
| 5Y | +4.1% | +144.9% | -140.8% | -34.0% |
| All | +808.8% | +802.6% | +6.2% | +193.7% |
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