+868.6%
MSFT vs ECL
+153.2%
+715.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -0.9% |
| 7D | -1.4% | -0.8% | -0.6% | -1.0% |
| 30D | -1.0% | -2.5% | +1.5% | +0.2% |
| 3M | +20.2% | +8.3% | +11.9% | +15.0% |
| 6M | +21.3% | -1.1% | +22.4% | +20.7% |
| YTD | +2.8% | +6.5% | -3.7% | -2.0% |
| 1Y | 0.0% | +2.1% | -2.1% | -3.1% |
| 3Y | +51.2% | +57.6% | -6.4% | +13.2% |
| 5Y | +71.4% | +28.1% | +43.4% | +40.7% |
| 10Y | +868.6% | +153.2% | +715.4% | +412.8% |
| All | +868.6% | +153.2% | +715.4% | +412.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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