+50.1%
MSFT vs NVDL
+625.2%
-575.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -0.8% | -10.3% | +9.5% | +0.5% |
| 30D | +0.8% | -7.1% | +8.0% | +1.4% |
| 3M | +27.2% | +6.6% | +20.6% | +24.9% |
| 6M | +22.9% | +21.1% | +1.8% | +17.7% |
| YTD | +3.1% | +15.2% | -12.1% | -1.1% |
| 1Y | -0.3% | +18.8% | -19.1% | -5.5% |
| 3Y | +50.1% | +649.9% | -599.8% | -5.2% |
| All | +50.1% | +625.2% | -575.1% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling