+27,380.4%
MSFT vs NOK
+1,279.2%
+26,101.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.8% |
| 7D | -1.3% | +5.4% | -6.6% | -2.6% |
| 30D | -1.8% | -14.1% | +12.3% | +1.3% |
| 3M | +5.6% | -23.6% | +29.2% | +11.3% |
| 6M | +29.8% | -45.1% | +74.9% | +45.5% |
| YTD | +9.0% | +24.7% | -15.7% | -3.1% |
| 1Y | +4.9% | +19.0% | -14.1% | -5.8% |
| 3Y | +46.2% | +147.0% | -100.8% | +4.3% |
| 5Y | +62.1% | +58.2% | +3.9% | +29.4% |
| 10Y | +899.6% | +122.3% | +777.3% | +550.1% |
| All | +27,380.4% | +1,279.2% | +26,101.2% | +7,878.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling