+521.8%
NOW vs MSI
+683.5%
-161.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +2.3% |
| 7D | -5.6% | +7.7% | -13.3% | -9.8% |
| 30D | -26.8% | +19.9% | -46.7% | -34.6% |
| 3M | -19.4% | +14.9% | -34.4% | -26.2% |
| 6M | +12.3% | +37.2% | -24.9% | -7.8% |
| YTD | -32.9% | +40.8% | -73.7% | -46.7% |
| 1Y | -40.3% | +38.1% | -78.4% | -52.0% |
| 3Y | -19.1% | +77.7% | -96.8% | -46.1% |
| 5Y | -24.4% | +129.0% | -153.4% | -57.7% |
| 10Y | +521.8% | +671.3% | -149.5% | +66.1% |
| All | +521.8% | +683.5% | -161.7% | +66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling