+133,470.8%
MSFT vs ECL
+13,009.7%
+120,461.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.2% | -2.1% |
| 7D | -2.7% | -2.6% | -0.1% | -1.6% |
| 30D | +2.7% | -2.2% | +4.9% | +3.6% |
| 3M | +17.0% | +10.1% | +6.8% | +11.7% |
| 6M | +23.8% | -5.7% | +29.6% | +25.8% |
| YTD | +4.0% | +7.0% | -3.0% | -0.4% |
| 1Y | -0.8% | +2.7% | -3.5% | -3.6% |
| 3Y | +55.6% | +57.7% | -2.1% | +23.0% |
| 5Y | +72.9% | +31.1% | +41.8% | +46.5% |
| 10Y | +875.8% | +150.9% | +724.9% | +512.3% |
| All | +133,470.8% | +13,009.7% | +120,461.1% | +23,295.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling