+141,733.1%
MSFT vs ECL
+14,051.7%
+127,681.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.3% |
| 7D | +1.7% | -0.8% | +2.4% | +2.0% |
| 30D | +0.2% | +8.1% | -8.0% | -3.2% |
| 3M | +6.4% | +6.4% | 0.0% | +3.4% |
| 6M | +28.7% | +14.8% | +13.9% | +20.3% |
| YTD | +10.4% | +15.5% | -5.0% | +2.2% |
| 1Y | +7.6% | +20.1% | -12.5% | -2.2% |
| 3Y | +52.3% | +77.8% | -25.4% | +14.3% |
| 5Y | +64.5% | +37.9% | +26.6% | +36.5% |
| 10Y | +917.8% | +202.7% | +715.2% | +489.6% |
| All | +141,733.1% | +14,051.7% | +127,681.4% | +23,908.1% |
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 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