+793.8%
MS vs NDAQ
+2,586.3%
-1,792.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.6% | -3.3% | -4.4% |
| 7D | -3.4% | +1.2% | -4.6% | -4.0% |
| 30D | -3.9% | +15.8% | -19.7% | -11.8% |
| 3M | -15.9% | +13.4% | -29.3% | -22.1% |
| 6M | -2.5% | +20.9% | -23.3% | -14.0% |
| YTD | +5.1% | +11.1% | -6.0% | -3.4% |
| 1Y | +13.0% | +26.5% | -13.6% | -3.8% |
| 3Y | +160.7% | +121.5% | +39.2% | +60.1% |
| 5Y | +114.0% | +61.3% | +52.7% | +54.6% |
| 10Y | +637.5% | +480.0% | +157.4% | +154.9% |
| All | +793.8% | +2,586.3% | -1,792.5% | +93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling