+1,980.5%
NOW vs MSI
+1,275.8%
+704.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.0% | -10.0% | -8.3% |
| 7D | -6.7% | +5.1% | -11.7% | -9.6% |
| 30D | -25.8% | +13.3% | -39.1% | -31.6% |
| 3M | -12.7% | +18.3% | -31.0% | -21.8% |
| 6M | +11.2% | +18.7% | -7.4% | -1.1% |
| YTD | -33.2% | +36.0% | -69.2% | -45.9% |
| 1Y | -41.8% | +32.6% | -74.4% | -52.2% |
| 3Y | -15.7% | +78.3% | -94.0% | -44.0% |
| 5Y | -26.0% | +121.6% | -147.6% | -57.5% |
| 10Y | +515.1% | +689.0% | -173.9% | +57.0% |
| All | +1,980.5% | +1,275.8% | +704.7% | +257.1% |
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