+10,774.4%
NVDA vs MSFT
+895.9%
+9,878.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.8% |
| 7D | -8.8% | +1.7% | -10.5% | -10.9% |
| 30D | -21.4% | +0.2% | -21.6% | -22.0% |
| 3M | -14.7% | +6.4% | -21.0% | -21.3% |
| 6M | -10.0% | +28.7% | -38.7% | -35.7% |
| YTD | +0.3% | +10.4% | -10.1% | -16.7% |
| 1Y | -0.5% | +7.6% | -8.1% | -15.0% |
| 3Y | +309.2% | +52.3% | +256.9% | +135.6% |
| 5Y | +530.1% | +64.5% | +465.6% | +244.6% |
| All | +10,774.4% | +895.9% | +9,878.5% | +771.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling