+62.4%
MSFT vs NOK
+60.1%
+2.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.6% |
| 7D | -1.3% | +5.4% | -6.6% | -2.2% |
| 30D | -1.8% | -14.1% | +12.3% | +0.4% |
| 3M | +5.6% | -23.6% | +29.2% | +9.6% |
| 6M | +29.8% | -45.1% | +74.9% | +40.8% |
| YTD | +9.0% | +24.7% | -15.7% | -6.2% |
| 1Y | +4.9% | +19.0% | -14.1% | -8.7% |
| 3Y | +46.2% | +147.0% | -100.8% | -5.9% |
| All | +62.4% | +60.1% | +2.3% | +31.5% |
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