+872.1%
MSFT vs NOK
+133.4%
+738.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | -3.5% | +8.7% | -12.2% | -5.1% |
| 30D | -2.1% | +12.5% | -14.6% | -4.7% |
| 3M | +24.2% | -20.7% | +44.9% | +28.3% |
| 6M | +21.9% | +36.2% | -14.3% | +9.3% |
| YTD | +2.5% | +64.1% | -61.7% | -12.2% |
| 1Y | -0.8% | +132.4% | -133.2% | -22.5% |
| 3Y | +50.8% | +182.9% | -132.1% | +9.7% |
| 5Y | +73.5% | +102.8% | -29.3% | +35.8% |
| All | +872.1% | +133.4% | +738.7% | +550.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling