+19.4%
MSFT vs NBIS
+1,496.3%
-1,476.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.1% | +5.3% | +0.5% |
| 7D | -3.5% | +8.3% | -11.8% | -4.0% |
| 30D | -2.1% | +18.1% | -20.1% | -3.7% |
| 3M | +24.2% | +7.8% | +16.4% | +20.9% |
| 6M | +21.9% | +136.6% | -114.7% | +11.5% |
| YTD | +2.5% | +172.5% | -170.0% | -7.5% |
| 1Y | -0.8% | +144.3% | -145.0% | -10.6% |
| All | +19.4% | +1,496.3% | -1,476.8% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling