+73.9%
MSFT vs NLY
+25.6%
+48.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -0.8% | -4.0% | +3.2% | +0.6% |
| 30D | +0.8% | -5.2% | +6.1% | +2.7% |
| 3M | +27.2% | +2.8% | +24.4% | +25.8% |
| 6M | +22.9% | +4.2% | +18.7% | +20.7% |
| YTD | +3.1% | +4.7% | -1.5% | +1.0% |
| 1Y | -0.3% | +12.7% | -13.0% | -5.1% |
| 3Y | +50.1% | +62.5% | -12.5% | +22.6% |
| All | +73.9% | +25.6% | +48.3% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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