-26.0%
NOW vs MS
+110.9%
-137.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.9% | 0.0% | -2.9% |
| 7D | -6.7% | -3.4% | -3.3% | -5.0% |
| 30D | -25.8% | -3.9% | -21.9% | -24.4% |
| 3M | -12.7% | -15.9% | +3.2% | -5.1% |
| 6M | +11.2% | -2.5% | +13.7% | +10.0% |
| YTD | -33.2% | +5.1% | -38.3% | -37.4% |
| 1Y | -41.8% | +13.0% | -54.8% | -47.9% |
| 3Y | -15.7% | +160.7% | -176.3% | -57.3% |
| 5Y | -26.0% | +114.0% | -140.1% | -59.1% |
| All | -26.0% | +110.9% | -137.0% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling