-16.3%
NOW vs MSI
+77.7%
-94.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -3.0% | +4.7% | -7.7% | -4.7% |
| 30D | -26.0% | +14.8% | -40.8% | -30.1% |
| 3M | -13.1% | +8.8% | -21.9% | -16.2% |
| 6M | +14.5% | +19.3% | -4.8% | +5.9% |
| YTD | -33.4% | +35.3% | -68.8% | -42.1% |
| 1Y | -40.6% | +33.8% | -74.4% | -48.1% |
| 3Y | -16.3% | +74.4% | -90.7% | -41.8% |
| All | -16.3% | +77.7% | -94.0% | -41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling