+885.0%
MSFT vs NDAQ
+374.8%
+510.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | -1.0% | -1.6% | +0.5% | -0.1% |
| 30D | -2.7% | -1.5% | -1.2% | -1.8% |
| 3M | +22.1% | +8.0% | +14.1% | +16.2% |
| 6M | +20.6% | +7.7% | +12.8% | +14.7% |
| YTD | +2.3% | -2.3% | +4.6% | +2.6% |
| 1Y | -0.5% | +0.6% | -1.1% | -2.5% |
| 3Y | +50.5% | +90.9% | -40.4% | -3.7% |
| 5Y | +72.3% | +52.5% | +19.9% | +25.6% |
| 10Y | +885.0% | +380.3% | +504.7% | +262.4% |
| All | +885.0% | +374.8% | +510.3% | +262.4% |
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