+922.9%
MSFT vs NDAQ
+472.5%
+450.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -3.0% |
| 7D | +2.3% | +2.9% | -0.5% | +0.7% |
| 30D | -0.4% | +17.5% | -17.8% | -9.7% |
| 3M | +5.6% | +15.4% | -9.9% | -3.5% |
| 6M | +29.0% | +24.6% | +4.3% | +12.3% |
| YTD | +10.9% | +14.4% | -3.5% | +0.8% |
| 1Y | +6.2% | +26.9% | -20.7% | -9.4% |
| 3Y | +47.6% | +119.8% | -72.2% | -13.2% |
| 5Y | +67.9% | +70.5% | -2.6% | +14.6% |
| 10Y | +922.9% | +475.8% | +447.1% | +235.9% |
| All | +922.9% | +472.5% | +450.4% | +235.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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