-16.0%
NOW vs MSI
+78.6%
-94.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.0% | -10.0% | -7.3% |
| 7D | -6.7% | +5.1% | -11.7% | -8.4% |
| 30D | -25.8% | +13.3% | -39.1% | -29.5% |
| 3M | -12.7% | +18.3% | -31.0% | -18.6% |
| 6M | +11.2% | +18.7% | -7.4% | +3.1% |
| YTD | -33.2% | +36.0% | -69.2% | -42.0% |
| 1Y | -41.8% | +32.6% | -74.4% | -48.9% |
| All | -16.0% | +78.6% | -94.5% | -41.7% |
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