+330.4%
MSFT vs NET
+1,381.0%
-1,050.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.6% | +9.3% | +7.2% |
| 7D | +4.7% | -16.4% | +21.0% | +8.3% |
| 30D | +5.8% | -25.8% | +31.7% | +12.0% |
| 3M | +13.0% | -11.5% | +24.5% | +14.6% |
| 6M | +34.9% | +18.9% | +16.0% | +27.3% |
| YTD | +15.7% | +35.2% | -19.6% | +4.9% |
| 1Y | +9.0% | +14.5% | -5.5% | +2.1% |
| 3Y | +61.2% | +313.8% | -252.6% | +11.1% |
| 5Y | +72.1% | +32.6% | +39.6% | +32.7% |
| All | +330.4% | +1,381.0% | -1,050.6% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 10y: compounded portfolio wealth divided by compounded NET 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…
10y analysis · Full analysis span regression · 6 months rolling