+73.5%
MSFT vs NTR
+45.0%
+28.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.6% | +0.4% |
| 7D | -3.5% | -2.5% | -1.0% | -3.2% |
| 30D | -2.1% | +17.0% | -19.1% | -3.8% |
| 3M | +24.2% | +22.2% | +2.0% | +21.3% |
| 6M | +21.9% | +5.2% | +16.7% | +20.7% |
| YTD | +2.5% | +29.7% | -27.2% | -1.4% |
| 1Y | -0.8% | +39.4% | -40.2% | -5.6% |
| 3Y | +50.8% | +38.2% | +12.6% | +42.2% |
| 5Y | +73.5% | +47.6% | +25.9% | +50.8% |
| All | +73.5% | +45.0% | +28.5% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling