+14,572.5%
NVDA vs MSFT
+865.2%
+13,707.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -0.8% |
| 7D | +3.8% | -1.4% | +5.2% | +5.3% |
| 30D | +0.8% | -1.0% | +1.8% | +1.4% |
| 3M | +8.2% | +20.2% | -12.0% | -15.3% |
| 6M | +27.1% | +21.3% | +5.8% | -3.0% |
| YTD | +21.2% | +2.8% | +18.4% | +9.7% |
| 1Y | +34.3% | 0.0% | +34.3% | +25.3% |
| 3Y | +396.3% | +51.2% | +345.0% | +188.1% |
| 5Y | +913.8% | +71.4% | +842.4% | +433.3% |
| 10Y | +14,572.5% | +868.6% | +13,703.9% | +1,126.0% |
| All | +14,572.5% | +865.2% | +13,707.2% | +1,126.0% |
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