+45.4%
MSFT vs NEM
+269.0%
-223.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.0% | -2.1% |
| 7D | -6.2% | +0.3% | -6.5% | -6.3% |
| 30D | -3.7% | +1.1% | -4.8% | -3.9% |
| 3M | +3.6% | +1.3% | +2.3% | +3.3% |
| 6M | +26.8% | -1.4% | +28.2% | +26.0% |
| YTD | +8.4% | +19.4% | -11.0% | +6.1% |
| 1Y | +3.3% | +32.9% | -29.7% | +0.3% |
| All | +45.4% | +269.0% | -223.5% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling