+104.4%
MSFT vs NXT
+208.8%
-104.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.9% | +7.3% | +0.6% |
| 7D | -2.4% | -6.0% | +3.6% | -2.2% |
| 30D | -3.8% | +5.4% | -9.2% | -3.9% |
| 3M | +6.4% | -9.7% | +16.1% | +6.7% |
| 6M | +28.8% | -25.3% | +54.1% | +29.6% |
| YTD | +8.8% | +7.5% | +1.4% | +7.8% |
| 1Y | +3.2% | -3.0% | +6.2% | +2.5% |
| 3Y | +44.8% | +171.4% | -126.6% | +37.6% |
| All | +104.4% | +208.8% | -104.4% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 10y: compounded portfolio wealth divided by compounded NXT 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…
10y analysis · Full analysis span regression · 6 months rolling