+72.3%
MSFT vs NI
+95.2%
-22.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.4% |
| 7D | -1.0% | +1.3% | -2.3% | -1.3% |
| 30D | -2.7% | -0.3% | -2.4% | -2.6% |
| 3M | +22.1% | -9.5% | +31.6% | +24.5% |
| 6M | +20.6% | -10.2% | +30.8% | +22.9% |
| YTD | +2.3% | +1.8% | +0.5% | +1.0% |
| 1Y | -0.5% | +5.7% | -6.2% | -2.9% |
| 3Y | +50.5% | +69.6% | -19.1% | +27.5% |
| 5Y | +72.3% | +95.8% | -23.4% | +43.5% |
| All | +72.3% | +95.2% | -22.8% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling