+878.4%
MSFT vs NKE
-22.6%
+901.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.2% | +0.5% |
| 7D | -0.8% | -4.2% | +3.4% | +0.6% |
| 30D | +0.8% | -8.2% | +9.0% | +3.7% |
| 3M | +27.2% | -19.1% | +46.3% | +36.3% |
| 6M | +22.9% | -32.6% | +55.5% | +39.1% |
| YTD | +3.1% | -40.7% | +43.8% | +21.7% |
| 1Y | -0.3% | -48.9% | +48.6% | +23.0% |
| 3Y | +50.1% | -59.2% | +109.3% | +90.4% |
| 5Y | +74.6% | -75.3% | +150.0% | +172.7% |
| All | +878.4% | -22.6% | +901.0% | +844.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 NKE 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