-0.8%
MSFT vs NWSA
+5.5%
-6.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.7% |
| 7D | -2.7% | -1.9% | -0.8% | -2.3% |
| 30D | +2.7% | +4.6% | -1.9% | +1.8% |
| 3M | +17.0% | +13.2% | +3.7% | +13.4% |
| 6M | +23.8% | +27.0% | -3.2% | +17.9% |
| YTD | +4.0% | +16.8% | -12.9% | -0.3% |
| 1Y | -0.8% | +4.5% | -5.3% | -4.3% |
| All | -0.8% | +5.5% | -6.3% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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