+872.1%
MSFT vs NEM
+316.8%
+555.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.4% |
| 7D | -3.5% | -3.3% | -0.2% | -3.1% |
| 30D | -2.1% | +7.8% | -9.9% | -3.0% |
| 3M | +24.2% | +36.3% | -12.1% | +19.8% |
| 6M | +21.9% | +6.6% | +15.3% | +20.2% |
| YTD | +2.5% | +27.1% | -24.7% | -1.0% |
| 1Y | -0.8% | +62.3% | -63.1% | -7.0% |
| 3Y | +50.8% | +245.1% | -194.3% | +27.9% |
| 5Y | +73.5% | +154.0% | -80.5% | +50.1% |
| All | +872.1% | +316.8% | +555.3% | +725.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling