+287.0%
MSFT vs NET
+1,449.6%
-1,162.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | -0.1% | -1.6% |
| 7D | -2.7% | -7.0% | +4.3% | -1.3% |
| 30D | +2.7% | -4.8% | +7.5% | +3.4% |
| 3M | +17.0% | +3.8% | +13.1% | +15.4% |
| 6M | +23.8% | +50.0% | -26.2% | +11.5% |
| YTD | +4.0% | +41.5% | -37.5% | -5.9% |
| 1Y | -0.8% | +32.8% | -33.7% | -9.7% |
| 3Y | +55.6% | +335.9% | -280.3% | +6.2% |
| 5Y | +72.9% | +113.8% | -40.9% | +20.4% |
| All | +287.0% | +1,449.6% | -1,162.6% | +58.8% |
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