+34.4%
NVDA vs MSFT
-0.1%
+34.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.9% | +1.5% |
| 7D | +5.9% | -2.7% | +8.6% | +6.7% |
| 30D | +5.1% | +2.7% | +2.4% | +4.0% |
| 3M | +5.4% | +17.0% | -11.6% | +1.5% |
| 6M | +26.0% | +23.8% | +2.2% | +17.3% |
| YTD | +23.7% | +4.0% | +19.7% | +24.0% |
| 1Y | +34.4% | -0.8% | +35.2% | +43.1% |
| All | +34.4% | -0.1% | +34.5% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFT.
Daily Out/Under-Performance
Portfolio return minus MSFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFT 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 1y: compounded portfolio wealth divided by compounded MSFT 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…
1y analysis · Full analysis span regression · 6 months rolling