+131,319.0%
MSFT vs NYT
+754.7%
+130,564.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | 0.0% |
| 7D | -1.0% | -1.6% | +0.6% | -0.7% |
| 30D | -2.7% | +2.8% | -5.4% | -3.3% |
| 3M | +22.1% | -9.2% | +31.3% | +24.4% |
| 6M | +20.6% | -17.1% | +37.7% | +25.2% |
| YTD | +2.3% | -3.2% | +5.6% | +2.1% |
| 1Y | -0.5% | +15.7% | -16.2% | -5.1% |
| 3Y | +50.5% | +55.7% | -5.2% | +31.9% |
| 5Y | +72.3% | +39.4% | +33.0% | +52.2% |
| 10Y | +885.0% | +485.6% | +399.5% | +498.9% |
| All | +131,319.0% | +754.7% | +130,564.3% | +60,390.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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