+73.2%
MSFT vs NOK
+102.0%
-28.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | -1.0% | +9.3% | -10.4% | -2.8% |
| 30D | -2.7% | +17.9% | -20.5% | -6.0% |
| 3M | +22.1% | -22.3% | +44.4% | +26.3% |
| 6M | +20.6% | +36.4% | -15.8% | +5.4% |
| YTD | +2.3% | +66.3% | -64.0% | -15.6% |
| 1Y | -0.5% | +134.4% | -135.0% | -27.2% |
| 3Y | +50.5% | +186.6% | -136.1% | -0.2% |
| All | +73.2% | +102.0% | -28.8% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling