+2,890.1%
MSFT vs EBAY
+12,398.7%
-9,508.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.5% |
| 7D | -2.7% | -2.1% | -0.6% | -2.2% |
| 30D | +2.7% | -6.7% | +9.4% | +4.4% |
| 3M | +17.0% | -5.0% | +21.9% | +18.0% |
| 6M | +23.8% | +14.6% | +9.2% | +18.9% |
| YTD | +4.0% | +19.8% | -15.8% | -1.6% |
| 1Y | -0.8% | +12.6% | -13.4% | -5.2% |
| 3Y | +55.6% | +141.0% | -85.4% | +20.6% |
| 5Y | +72.9% | +47.5% | +25.4% | +49.5% |
| 10Y | +875.8% | +263.3% | +612.5% | +564.4% |
| All | +2,890.1% | +12,398.7% | -9,508.6% | +845.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling