+46.2%
MSFT vs NOK
+147.0%
-100.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.4% |
| 7D | -1.3% | +5.4% | -6.6% | -1.7% |
| 30D | -1.8% | -14.1% | +12.3% | -0.9% |
| 3M | +5.6% | -23.6% | +29.2% | +7.2% |
| 6M | +29.8% | -45.1% | +74.9% | +33.4% |
| YTD | +9.0% | +24.7% | -15.7% | +0.7% |
| 1Y | +4.9% | +19.0% | -14.1% | -2.6% |
| 3Y | +46.2% | +147.0% | -100.8% | +26.4% |
| All | +46.2% | +147.0% | -100.8% | +26.4% |
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 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