+2,771.1%
NOW vs MSI
+1,142.3%
+1,628.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.4% |
| 7D | -2.4% | -3.7% | +1.3% | -0.2% |
| 30D | +20.5% | +6.8% | +13.7% | +15.3% |
| 3M | +18.3% | +14.3% | +4.0% | +8.8% |
| 6M | +24.1% | -1.6% | +25.6% | +23.8% |
| YTD | -7.8% | +22.8% | -30.6% | -20.2% |
| 1Y | -21.4% | -1.1% | -20.3% | -22.4% |
| 3Y | +19.5% | +70.5% | -50.9% | -18.5% |
| 5Y | +4.1% | +102.8% | -98.7% | -36.6% |
| 10Y | +826.4% | +597.4% | +229.0% | +155.9% |
| All | +2,771.1% | +1,142.3% | +1,628.8% | +426.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling