+139,199.1%
MSFT vs NEE
+7,463.1%
+131,736.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -1.9% | -2.1% |
| 7D | -6.2% | -2.8% | -3.5% | -5.3% |
| 30D | -3.7% | +9.5% | -13.2% | -6.8% |
| 3M | +3.6% | +1.0% | +2.6% | +3.1% |
| 6M | +26.8% | -8.0% | +34.8% | +29.8% |
| YTD | +8.4% | +9.4% | -1.0% | +3.5% |
| 1Y | +3.3% | +3.1% | +0.1% | +0.6% |
| 3Y | +44.3% | +70.5% | -26.2% | +12.2% |
| 5Y | +63.3% | +15.2% | +48.1% | +45.2% |
| 10Y | +894.4% | +291.2% | +603.2% | +451.0% |
| All | +139,199.1% | +7,463.1% | +131,736.0% | +26,560.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling