+2,417.1%
MSCI vs NDAQ
+738.2%
+1,679.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.8% |
| 7D | +0.4% | -2.4% | +2.8% | +1.8% |
| 30D | +0.6% | +2.5% | -1.9% | -0.8% |
| 3M | -7.1% | +9.9% | -17.0% | -12.1% |
| 6M | +0.8% | +9.4% | -8.6% | -4.7% |
| YTD | +1.0% | +0.4% | +0.6% | +0.2% |
| 1Y | +4.3% | +4.0% | +0.3% | +1.3% |
| 3Y | +9.9% | +94.4% | -84.4% | -25.7% |
| 5Y | -6.8% | +56.7% | -63.5% | -28.3% |
| 10Y | +614.7% | +375.3% | +239.4% | +207.7% |
| All | +2,417.1% | +738.2% | +1,679.0% | +669.8% |
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 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