+119.9%
MS vs NDAQ
+64.4%
+55.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.5% |
| 7D | +0.7% | -0.1% | +0.8% | +0.9% |
| 30D | -0.9% | +15.9% | -16.8% | -8.2% |
| 3M | -13.0% | +15.1% | -28.1% | -19.3% |
| 6M | -2.0% | +22.9% | -24.9% | -13.2% |
| YTD | +7.8% | +12.8% | -5.1% | -0.4% |
| 1Y | +17.9% | +26.0% | -8.2% | +1.9% |
| 3Y | +174.8% | +119.7% | +55.1% | +75.6% |
| 5Y | +119.9% | +65.4% | +54.4% | +51.4% |
| All | +119.9% | +64.4% | +55.5% | +51.4% |
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