+56.3%
MSFT vs NVD
-99.1%
+155.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.5% | -4.3% | +0.7% |
| 7D | -3.5% | +9.0% | -12.5% | -2.4% |
| 30D | -2.1% | -5.5% | +3.4% | -2.4% |
| 3M | +24.2% | -24.6% | +48.8% | +21.0% |
| 6M | +21.9% | -42.1% | +63.9% | +16.3% |
| YTD | +2.5% | -44.3% | +46.8% | -2.1% |
| 1Y | -0.8% | -54.2% | +53.4% | -6.4% |
| 3Y | +50.8% | -99.1% | +149.9% | -3.3% |
| All | +56.3% | -99.1% | +155.4% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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