+51.2%
MSFT vs NEM
+249.7%
-198.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -1.4% | +3.9% | -5.3% | -1.7% |
| 30D | -1.0% | +12.7% | -13.7% | -2.0% |
| 3M | +20.2% | +28.7% | -8.5% | +17.7% |
| 6M | +21.3% | +9.8% | +11.5% | +19.5% |
| YTD | +2.8% | +28.1% | -25.3% | +0.4% |
| 1Y | 0.0% | +69.3% | -69.4% | -4.0% |
| 3Y | +51.2% | +247.7% | -196.4% | +41.1% |
| All | +51.2% | +249.7% | -198.5% | +41.1% |
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