+27.1%
MSFT vs NBIS
+710.9%
-683.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NBIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.9% | +10.1% | +0.8% |
| 7D | -1.3% | -10.5% | +9.2% | -0.9% |
| 30D | -1.8% | -37.7% | +35.9% | +0.6% |
| 3M | +5.6% | -54.6% | +60.2% | +10.1% |
| 6M | +29.8% | -44.1% | +73.9% | +30.7% |
| YTD | +9.0% | +38.4% | -29.4% | +2.0% |
| 1Y | +4.9% | +30.7% | -25.8% | -1.8% |
| All | +27.1% | +710.9% | -683.8% | +3.3% |
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