+922.9%
MSFT vs ED
+136.7%
+786.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.4% |
| 7D | +2.3% | +2.1% | +0.2% | +1.9% |
| 30D | -0.4% | +12.4% | -12.8% | -2.9% |
| 3M | +5.6% | +13.1% | -7.6% | +2.7% |
| 6M | +29.0% | +14.1% | +14.9% | +24.8% |
| YTD | +10.9% | +23.1% | -12.1% | +4.9% |
| 1Y | +6.2% | +25.4% | -19.2% | -0.1% |
| 3Y | +47.6% | +47.9% | -0.2% | +29.2% |
| 5Y | +67.9% | +81.9% | -13.9% | +35.4% |
| 10Y | +922.9% | +141.3% | +781.6% | +660.6% |
| All | +922.9% | +136.7% | +786.2% | +660.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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