+97.5%
MSFT vs NVDL
+2,480.8%
-2,383.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.7% | +4.9% | +0.8% |
| 7D | -3.5% | -8.7% | +5.2% | -2.3% |
| 30D | -2.1% | -1.3% | -0.8% | -2.3% |
| 3M | +24.2% | +11.4% | +12.8% | +21.0% |
| 6M | +21.9% | +22.9% | -1.0% | +16.1% |
| YTD | +2.5% | +15.4% | -12.9% | -2.2% |
| 1Y | -0.8% | +18.8% | -19.5% | -6.5% |
| 3Y | +50.8% | +641.4% | -590.6% | -8.6% |
| All | +97.5% | +2,480.8% | -2,383.3% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling