+18.3%
NOW vs MSI
+70.3%
-52.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.6% |
| 7D | -2.4% | -3.7% | +1.3% | -1.0% |
| 30D | +20.5% | +6.8% | +13.7% | +17.2% |
| 3M | +18.3% | +14.3% | +4.0% | +12.2% |
| 6M | +24.1% | -1.6% | +25.6% | +23.7% |
| YTD | -7.8% | +22.8% | -30.6% | -16.3% |
| 1Y | -21.4% | -1.1% | -20.3% | -21.5% |
| All | +18.3% | +70.3% | -52.1% | -10.2% |
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