+531.0%
MSFT vs NTR
+97.9%
+433.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -0.8% | -1.3% | +0.5% | -0.6% |
| 30D | +0.8% | +16.8% | -15.9% | -2.7% |
| 3M | +27.2% | +20.7% | +6.5% | +21.5% |
| 6M | +22.9% | +0.5% | +22.4% | +21.7% |
| YTD | +3.1% | +29.2% | -26.1% | -4.2% |
| 1Y | -0.3% | +39.6% | -39.9% | -9.5% |
| 3Y | +50.1% | +37.9% | +12.2% | +34.2% |
| 5Y | +74.6% | +47.1% | +27.6% | +41.6% |
| All | +531.0% | +97.9% | +433.0% | +318.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling