+21.2%
MSFT vs NBIS
+1,484.3%
-1,463.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.5% | -9.5% | -2.5% |
| 7D | -2.7% | +8.2% | -10.9% | -3.2% |
| 30D | +2.7% | +3.4% | -0.7% | +1.9% |
| 3M | +17.0% | -12.8% | +29.8% | +15.6% |
| 6M | +23.8% | +131.5% | -107.7% | +13.5% |
| YTD | +4.0% | +170.5% | -166.5% | -6.1% |
| 1Y | -0.8% | +248.8% | -249.6% | -13.4% |
| All | +21.2% | +1,484.3% | -1,463.0% | -4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling