+92.2%
MSFT vs NXT
+171.8%
-79.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -0.3% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -2.7% | -20.0% | +17.3% | -2.0% |
| 3M | +22.1% | -30.9% | +53.0% | +23.3% |
| 6M | +20.6% | -23.8% | +44.4% | +21.2% |
| YTD | +2.3% | -5.4% | +7.7% | +1.8% |
| 1Y | -0.5% | +28.0% | -28.6% | -2.3% |
| 3Y | +50.5% | +93.3% | -42.8% | +44.9% |
| All | +92.2% | +171.8% | -79.6% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling