+808.5%
MS vs NDAQ
+374.2%
+434.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.1% | +1.5% |
| 7D | +1.4% | -2.4% | +3.8% | +3.0% |
| 30D | -0.3% | +2.5% | -2.7% | -1.9% |
| 3M | +0.3% | +9.9% | -9.6% | -6.9% |
| 6M | +31.3% | +9.4% | +21.9% | +21.4% |
| YTD | +24.7% | +0.4% | +24.2% | +21.5% |
| 1Y | +47.9% | +4.0% | +43.9% | +40.1% |
| 3Y | +178.3% | +94.4% | +84.0% | +69.6% |
| 5Y | +144.9% | +56.7% | +88.2% | +68.7% |
| All | +808.5% | +374.2% | +434.3% | +171.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling