+54.7%
MSFT vs NXT
+194.0%
-139.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.8% | +2.7% |
| 7D | +7.5% | +15.1% | -7.6% | +6.9% |
| 30D | +1.9% | +21.8% | -19.9% | +1.1% |
| 3M | +9.2% | +1.6% | +7.7% | +9.0% |
| 6M | +31.9% | -16.7% | +48.6% | +32.1% |
| YTD | +13.4% | +20.4% | -7.0% | +11.9% |
| 1Y | +10.6% | +0.2% | +10.4% | +9.8% |
| 3Y | +54.7% | +208.7% | -154.0% | +46.0% |
| All | +54.7% | +194.0% | -139.3% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling