-0.3%
MSFT vs NVDL
+15.4%
-15.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -0.8% | -10.3% | +9.5% | +0.3% |
| 30D | +0.8% | -7.1% | +8.0% | +1.4% |
| 3M | +27.2% | +6.6% | +20.6% | +24.7% |
| 6M | +22.9% | +21.1% | +1.8% | +16.9% |
| YTD | +3.1% | +15.2% | -12.1% | -2.0% |
| 1Y | -0.3% | +18.8% | -19.1% | -4.1% |
| All | -0.3% | +15.4% | -15.7% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 1y: compounded portfolio wealth divided by compounded NVDL 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…
1y analysis · Full analysis span regression · 6 months rolling