+52.3%
MSFT vs ECL
+78.2%
-25.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.7% |
| 7D | +1.7% | -0.8% | +2.4% | +1.8% |
| 30D | +0.2% | +8.1% | -8.0% | -0.9% |
| 3M | +6.4% | +6.4% | 0.0% | +5.5% |
| 6M | +28.7% | +14.8% | +13.9% | +26.0% |
| YTD | +10.4% | +15.5% | -5.0% | +7.1% |
| 1Y | +7.6% | +20.1% | -12.5% | +3.2% |
| 3Y | +52.3% | +77.8% | -25.4% | +33.1% |
| All | +52.3% | +78.2% | -25.8% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling