-19.9%
NOW vs MSI
+76.4%
-96.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +0.3% | +3.2% | -3.0% | -0.8% |
| 30D | -27.0% | +17.6% | -44.5% | -31.5% |
| 3M | -19.6% | +14.5% | -34.2% | -23.8% |
| 6M | +17.5% | +34.3% | -16.8% | +4.5% |
| YTD | -33.3% | +39.7% | -73.0% | -42.6% |
| 1Y | -39.8% | +40.2% | -80.0% | -48.3% |
| 3Y | -19.9% | +77.1% | -97.1% | -43.4% |
| All | -19.9% | +76.4% | -96.3% | -43.4% |
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