+1,764.0%
MSFT vs NWSA
+102.5%
+1,661.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.8% |
| 7D | -1.3% | +2.2% | -3.5% | -2.1% |
| 30D | -1.8% | -8.8% | +6.9% | +1.0% |
| 3M | +5.6% | -6.5% | +12.1% | +7.7% |
| 6M | +29.8% | +1.5% | +28.3% | +27.9% |
| YTD | +9.0% | +4.0% | +5.0% | +6.1% |
| 1Y | +4.9% | +3.4% | +1.5% | +2.3% |
| 3Y | +46.2% | +34.8% | +11.4% | +27.7% |
| 5Y | +62.1% | +18.4% | +43.8% | +44.9% |
| 10Y | +899.6% | +149.2% | +750.5% | +534.2% |
| All | +1,764.0% | +102.5% | +1,661.5% | +1,161.6% |
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