+915.1%
MSFT vs EBAY
+378.9%
+536.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | -0.1% |
| 7D | -1.3% | -0.9% | -0.4% | -1.0% |
| 30D | -1.8% | +3.5% | -5.3% | -3.1% |
| 3M | +5.6% | +16.0% | -10.3% | 0.0% |
| 6M | +29.8% | +7.6% | +22.2% | +25.4% |
| YTD | +9.0% | +40.1% | -31.1% | -5.3% |
| 1Y | +4.9% | +45.0% | -40.1% | -10.0% |
| 3Y | +46.2% | +228.1% | -181.9% | -14.3% |
| 5Y | +62.1% | +78.6% | -16.5% | +19.6% |
| All | +915.1% | +378.9% | +536.2% | +346.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 EBAY 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