+4,569.1%
MSFT vs NLY
+1,202.9%
+3,366.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.8% |
| 7D | -3.5% | -3.6% | +0.2% | -2.6% |
| 30D | -2.1% | -4.9% | +2.9% | -0.9% |
| 3M | +24.2% | +6.2% | +18.0% | +22.3% |
| 6M | +21.9% | +4.5% | +17.4% | +20.4% |
| YTD | +2.5% | +5.1% | -2.7% | +1.0% |
| 1Y | -0.8% | +13.5% | -14.3% | -4.1% |
| 3Y | +50.8% | +65.6% | -14.8% | +32.0% |
| 5Y | +73.5% | +26.9% | +46.6% | +60.1% |
| 10Y | +886.6% | +81.8% | +804.8% | +712.9% |
| All | +4,569.1% | +1,202.9% | +3,366.2% | +2,845.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling