+133,470.7%
MSFT vs NEE
+7,238.0%
+126,232.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -2.7% | +1.9% | -4.6% | -3.3% |
| 30D | +2.7% | -2.2% | +4.9% | +3.4% |
| 3M | +17.0% | -1.2% | +18.1% | +17.2% |
| 6M | +23.8% | -8.6% | +32.4% | +26.6% |
| YTD | +4.0% | +6.2% | -2.2% | +0.5% |
| 1Y | -0.8% | +21.1% | -21.9% | -8.9% |
| 3Y | +55.6% | +36.4% | +19.2% | +30.8% |
| 5Y | +72.9% | +11.4% | +61.5% | +55.6% |
| 10Y | +875.8% | +250.0% | +625.8% | +462.6% |
| All | +133,470.7% | +7,238.0% | +126,232.8% | +25,770.6% |
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