+5.6%
MSCI vs NDAQ
+66.7%
-61.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.5% |
| 7D | +3.0% | +1.3% | +1.7% | +2.0% |
| 30D | +17.8% | +18.0% | -0.2% | +4.1% |
| 3M | +15.2% | +11.5% | +3.7% | +6.0% |
| 6M | +16.5% | +21.1% | -4.6% | +0.4% |
| YTD | +16.4% | +12.8% | +3.6% | +5.3% |
| 1Y | +16.8% | +25.7% | -8.9% | -2.9% |
| 3Y | +35.8% | +116.8% | -81.0% | -29.4% |
| All | +5.6% | +66.7% | -61.1% | -27.9% |
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