+112.4%
MS vs NDAQ
+60.8%
+51.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | -1.6% | +0.8% | -2.4% | -1.9% |
| 30D | -3.8% | +16.5% | -20.3% | -11.1% |
| 3M | -14.6% | +13.5% | -28.1% | -20.2% |
| 6M | -5.1% | +20.9% | -26.0% | -15.2% |
| YTD | +4.5% | +11.4% | -6.9% | -2.8% |
| 1Y | +13.5% | +25.9% | -12.4% | -1.9% |
| 3Y | +160.4% | +119.9% | +40.6% | +66.3% |
| All | +112.4% | +60.8% | +51.6% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling