+95.3%
MSFT vs NXT
+178.8%
-83.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.1% |
| 7D | -2.7% | -1.1% | -1.6% | -2.7% |
| 30D | +2.7% | -15.3% | +18.0% | +3.2% |
| 3M | +17.0% | -43.8% | +60.7% | +18.9% |
| 6M | +23.8% | -18.7% | +42.5% | +24.1% |
| YTD | +4.0% | -3.0% | +7.0% | +3.4% |
| 1Y | -0.8% | +22.7% | -23.5% | -2.4% |
| 3Y | +55.6% | +95.9% | -40.3% | +49.7% |
| All | +95.3% | +178.8% | -83.5% | +84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling