+132,382.8%
MSFT vs NTRS
+7,800.3%
+124,582.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.2% |
| 7D | -0.8% | +1.4% | -2.2% | -1.3% |
| 30D | +0.8% | -0.7% | +1.5% | +1.1% |
| 3M | +27.2% | +11.3% | +15.9% | +22.0% |
| 6M | +22.9% | +35.5% | -12.6% | +8.9% |
| YTD | +3.1% | +40.6% | -37.5% | -10.2% |
| 1Y | -0.3% | +49.2% | -49.5% | -15.4% |
| 3Y | +50.1% | +167.2% | -117.1% | -0.7% |
| 5Y | +74.6% | +94.9% | -20.3% | +27.2% |
| 10Y | +893.0% | +259.5% | +633.5% | +440.0% |
| All | +132,382.8% | +7,800.3% | +124,582.5% | +19,922.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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