+139,699.0%
MSFT vs NEE
+7,401.6%
+132,297.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -2.4% | -3.4% | +0.9% | -1.3% |
| 30D | -3.8% | +9.0% | -12.8% | -6.7% |
| 3M | +6.4% | +0.2% | +6.2% | +6.2% |
| 6M | +28.8% | -8.5% | +37.3% | +32.0% |
| YTD | +8.8% | +8.6% | +0.3% | +4.2% |
| 1Y | +3.2% | +2.2% | +1.0% | +0.8% |
| 3Y | +44.8% | +69.1% | -24.3% | +12.9% |
| 5Y | +61.8% | +13.0% | +48.8% | +44.8% |
| 10Y | +897.9% | +288.0% | +609.9% | +454.5% |
| All | +139,699.0% | +7,401.6% | +132,297.4% | +26,730.7% |
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