+48.9%
MSFT vs NI
+70.0%
-21.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.4% |
| 7D | -1.0% | +1.3% | -2.3% | -1.1% |
| 30D | -2.7% | -0.3% | -2.4% | -2.7% |
| 3M | +22.1% | -9.5% | +31.6% | +22.5% |
| 6M | +20.6% | -10.2% | +30.8% | +21.0% |
| YTD | +2.3% | +1.8% | +0.5% | +1.5% |
| 1Y | -0.5% | +5.7% | -6.2% | -1.5% |
| All | +48.9% | +70.0% | -21.1% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 3y: compounded portfolio wealth divided by compounded NI 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…
3y analysis · Full analysis span regression · 6 months rolling