+139,934.1%
MSFT vs NEM
+419.1%
+139,515.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | -1.3% | -6.4% | +5.2% | -0.9% |
| 30D | -1.8% | +1.4% | -3.3% | -1.9% |
| 3M | +5.6% | -0.7% | +6.3% | +5.6% |
| 6M | +29.8% | -4.5% | +34.3% | +29.8% |
| YTD | +9.0% | +14.0% | -5.0% | +7.8% |
| 1Y | +4.9% | +27.3% | -22.3% | +3.2% |
| 3Y | +46.2% | +250.5% | -204.3% | +35.8% |
| 5Y | +62.1% | +121.1% | -59.0% | +53.1% |
| 10Y | +899.6% | +358.3% | +541.3% | +812.0% |
| All | +139,934.1% | +419.1% | +139,515.0% | +135,978.6% |
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