+133,470.8%
MSFT vs NEM
+487.7%
+132,983.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.9% |
| 7D | -2.7% | +0.3% | -3.0% | -2.7% |
| 30D | +2.7% | +23.1% | -20.4% | +1.6% |
| 3M | +17.0% | +18.5% | -1.5% | +15.8% |
| 6M | +23.8% | +7.8% | +16.0% | +23.0% |
| YTD | +4.0% | +29.1% | -25.1% | +2.2% |
| 1Y | -0.8% | +72.7% | -73.5% | -4.0% |
| 3Y | +55.6% | +248.7% | -193.1% | +44.5% |
| 5Y | +72.9% | +148.7% | -75.8% | +62.3% |
| 10Y | +875.8% | +304.8% | +571.0% | +792.4% |
| All | +133,470.8% | +487.7% | +132,983.1% | +128,933.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling