+872.1%
MSFT vs NEE
+251.9%
+620.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | -3.5% | -1.9% | -1.5% | -2.9% |
| 30D | -2.1% | -3.1% | +1.1% | -1.1% |
| 3M | +24.2% | -2.4% | +26.6% | +24.9% |
| 6M | +21.9% | -8.6% | +30.5% | +24.3% |
| YTD | +2.5% | +4.9% | -2.5% | -0.7% |
| 1Y | -0.8% | +19.4% | -20.2% | -8.4% |
| 3Y | +50.8% | +34.9% | +15.9% | +26.3% |
| 5Y | +73.5% | +11.0% | +62.5% | +57.3% |
| All | +872.1% | +251.9% | +620.2% | +461.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 NEE 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