+72.3%
MSFT vs NEM
+156.0%
-83.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.7% | -0.6% |
| 7D | -1.0% | +3.1% | -4.1% | -1.3% |
| 30D | -2.7% | +10.0% | -12.7% | -3.6% |
| 3M | +22.1% | +30.9% | -8.8% | +18.7% |
| 6M | +20.6% | +10.5% | +10.0% | +18.6% |
| YTD | +2.3% | +29.7% | -27.4% | -0.9% |
| 1Y | -0.5% | +71.1% | -71.7% | -6.4% |
| 3Y | +50.5% | +252.1% | -201.6% | +30.6% |
| 5Y | +72.3% | +157.7% | -85.4% | +54.7% |
| All | +72.3% | +156.0% | -83.6% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling