+9.0%
MSFT vs NTR
+36.7%
-27.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.0% | +2.7% | +7.0% |
| 7D | +4.7% | +4.3% | +0.3% | +5.1% |
| 30D | +5.8% | +2.6% | +3.3% | +6.1% |
| 3M | +13.0% | +8.5% | +4.5% | +13.7% |
| 6M | +34.9% | -3.3% | +38.3% | +34.2% |
| YTD | +15.7% | +19.6% | -3.9% | +17.7% |
| 1Y | +9.0% | +37.6% | -28.7% | +8.9% |
| All | +9.0% | +36.7% | -27.7% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling