+48.9%
MSFT vs NOK
+185.9%
-137.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.5% |
| 7D | -1.0% | +9.3% | -10.4% | -1.7% |
| 30D | -2.7% | +17.9% | -20.5% | -4.0% |
| 3M | +22.1% | -22.3% | +44.4% | +23.1% |
| 6M | +20.6% | +36.4% | -15.8% | +12.4% |
| YTD | +2.3% | +66.3% | -64.0% | -7.1% |
| 1Y | -0.5% | +134.4% | -135.0% | -13.5% |
| All | +48.9% | +185.9% | -137.0% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling