+2,715.8%
MSCI vs NDAQ
+829.9%
+1,885.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.5% | -2.4% |
| 7D | +2.8% | +0.8% | +2.0% | +2.4% |
| 30D | +15.4% | +16.5% | -1.1% | +5.7% |
| 3M | +13.4% | +13.5% | -0.1% | +5.4% |
| 6M | +10.9% | +20.9% | -10.0% | -0.8% |
| YTD | +13.0% | +11.4% | +1.6% | +5.6% |
| 1Y | +12.0% | +25.9% | -13.9% | -2.4% |
| 3Y | +34.1% | +119.9% | -85.8% | -15.4% |
| 5Y | +3.9% | +61.7% | -57.9% | -21.9% |
| 10Y | +802.0% | +481.6% | +320.4% | +248.4% |
| All | +2,715.8% | +829.9% | +1,885.9% | +711.1% |
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