+1,678.0%
MSFT vs NWSA
+127.4%
+1,550.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.4% |
| 7D | -2.7% | -1.9% | -0.8% | -2.0% |
| 30D | +2.7% | +4.6% | -1.9% | +1.0% |
| 3M | +17.0% | +13.2% | +3.7% | +11.5% |
| 6M | +23.8% | +27.0% | -3.2% | +13.1% |
| YTD | +4.0% | +16.8% | -12.9% | -2.4% |
| 1Y | -0.8% | +4.5% | -5.3% | -3.5% |
| 3Y | +55.6% | +46.2% | +9.4% | +32.4% |
| 5Y | +72.9% | +40.9% | +32.0% | +45.6% |
| 10Y | +875.8% | +145.1% | +730.7% | +520.3% |
| All | +1,678.0% | +127.4% | +1,550.5% | +1,060.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling