-38.7%
NOW vs MSI
+28.6%
-67.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | -27.5% | +2.8% | -30.3% | -28.2% |
| 30D | -20.0% | +9.1% | -29.2% | -22.3% |
| 3M | -7.9% | +12.5% | -20.4% | -11.3% |
| 6M | +18.3% | +14.2% | +4.1% | +11.7% |
| YTD | -29.0% | +30.7% | -59.7% | -34.4% |
| 1Y | -38.7% | +27.5% | -66.2% | -39.9% |
| All | -38.7% | +28.6% | -67.3% | -39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling