+20.9%
MS vs NDAQ
+28.8%
-7.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.7% | +3.6% |
| 7D | +2.6% | +3.9% | -1.3% | +1.7% |
| 30D | +2.6% | +19.0% | -16.4% | -1.6% |
| 3M | -10.1% | +17.6% | -27.7% | -13.6% |
| 6M | +4.4% | +21.0% | -16.6% | -0.6% |
| YTD | +11.7% | +14.1% | -2.4% | +6.9% |
| 1Y | +20.9% | +29.4% | -8.5% | +6.7% |
| All | +20.9% | +28.8% | -7.9% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 1y: compounded portfolio wealth divided by compounded NDAQ 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…
1y analysis · Full analysis span regression · 6 months rolling