+9.0%
MSFT vs NOK
+19.5%
-10.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.6% | +9.3% | +6.8% |
| 7D | +4.7% | -10.4% | +15.1% | +5.3% |
| 30D | +5.8% | -19.0% | +24.8% | +6.8% |
| 3M | +13.0% | -16.7% | +29.7% | +13.6% |
| 6M | +34.9% | -37.1% | +72.1% | +33.9% |
| YTD | +15.7% | +27.7% | -12.0% | -4.2% |
| 1Y | +9.0% | +21.3% | -12.3% | -9.4% |
| All | +9.0% | +19.5% | -10.6% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 1y: compounded portfolio wealth divided by compounded NOK 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…
1y analysis · Full analysis span regression · 6 months rolling