+3,220.0%
MSFT vs NDAQ
+2,593.6%
+626.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +1.7% | +0.8% | +0.8% | +1.4% |
| 30D | +0.2% | +16.5% | -16.4% | -4.4% |
| 3M | +6.4% | +13.5% | -7.1% | +2.3% |
| 6M | +28.7% | +20.9% | +7.8% | +21.4% |
| YTD | +10.4% | +11.4% | -1.0% | +6.4% |
| 1Y | +7.6% | +25.9% | -18.3% | 0.0% |
| 3Y | +52.3% | +119.9% | -67.5% | +19.9% |
| 5Y | +64.5% | +61.7% | +2.8% | +40.7% |
| 10Y | +917.8% | +481.6% | +436.2% | +530.6% |
| All | +3,220.0% | +2,593.6% | +626.4% | +1,531.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling