+9.0%
MSFT vs NEM
+50.9%
-41.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +9.9% | -3.2% | +5.4% |
| 7D | +4.7% | +3.7% | +1.0% | +4.0% |
| 30D | +5.8% | +2.0% | +3.9% | +5.3% |
| 3M | +13.0% | +21.1% | -8.1% | +9.8% |
| 6M | +34.9% | +9.5% | +25.4% | +31.8% |
| YTD | +15.7% | +19.1% | -3.4% | +10.9% |
| 1Y | +9.0% | +51.1% | -42.1% | -0.6% |
| All | +9.0% | +50.9% | -41.9% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling