+528.8%
MSFT vs NTR
+103.6%
+425.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | -1.4% | +3.8% | -5.3% | -2.2% |
| 30D | -1.0% | +25.2% | -26.3% | -5.9% |
| 3M | +20.2% | +21.0% | -0.8% | +14.8% |
| 6M | +21.3% | +7.6% | +13.7% | +18.2% |
| YTD | +2.8% | +32.9% | -30.1% | -5.1% |
| 1Y | 0.0% | +43.1% | -43.1% | -9.7% |
| 3Y | +51.2% | +41.6% | +9.6% | +34.4% |
| 5Y | +71.4% | +54.8% | +16.7% | +36.9% |
| All | +528.8% | +103.6% | +425.2% | +314.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling