+309.2%
NVDA vs MSFT
+53.6%
+255.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.5% |
| 7D | -8.8% | +1.7% | -10.5% | -10.1% |
| 30D | -21.4% | +0.2% | -21.6% | -21.6% |
| 3M | -14.7% | +6.4% | -21.0% | -19.1% |
| 6M | -10.0% | +28.7% | -38.7% | -28.2% |
| YTD | +0.3% | +10.4% | -10.1% | -7.4% |
| 1Y | -0.5% | +7.6% | -8.1% | -5.3% |
| 3Y | +309.2% | +52.3% | +256.9% | +156.8% |
| All | +309.2% | +53.6% | +255.5% | +156.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling