+19.3%
MSFT vs NBIS
+1,581.9%
-1,562.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NBIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.4% |
| 7D | -1.0% | +17.8% | -18.8% | -2.1% |
| 30D | -2.7% | +30.5% | -33.2% | -5.0% |
| 3M | +22.1% | +9.2% | +12.9% | +18.9% |
| 6M | +20.6% | +153.2% | -132.6% | +9.8% |
| YTD | +2.3% | +187.1% | -184.8% | -8.0% |
| 1Y | -0.5% | +151.1% | -151.6% | -10.5% |
| All | +19.3% | +1,581.9% | -1,562.7% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling