+20.2%
MSFT vs NBIS
+1,471.4%
-1,451.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | -0.8% | -0.8% | 0.0% | -0.8% |
| 30D | +0.8% | -13.4% | +14.2% | +1.6% |
| 3M | +27.2% | +1.0% | +26.2% | +24.5% |
| 6M | +22.9% | +100.5% | -77.6% | +13.8% |
| YTD | +3.1% | +168.3% | -165.1% | -6.8% |
| 1Y | -0.3% | +151.8% | -152.0% | -10.3% |
| All | +20.2% | +1,471.4% | -1,451.2% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NBIS.
Daily Out/Under-Performance
Portfolio return minus NBIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NBIS 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 10y: compounded portfolio wealth divided by compounded NBIS 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…
10y analysis · Full analysis span regression · 6 months rolling