-40.3%
NOW vs MSI
+37.5%
-77.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +2.8% |
| 7D | -5.6% | +7.7% | -13.3% | -7.1% |
| 30D | -26.8% | +19.9% | -46.7% | -30.3% |
| 3M | -19.4% | +14.9% | -34.4% | -22.3% |
| 6M | +12.3% | +37.2% | -24.9% | +3.4% |
| YTD | -32.9% | +40.8% | -73.7% | -38.4% |
| 1Y | -40.3% | +38.1% | -78.4% | -42.1% |
| All | -40.3% | +37.5% | -77.8% | -42.1% |
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 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