0.0%
MSFT vs ED
+14.2%
-14.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -0.7% |
| 7D | -1.4% | +0.5% | -1.9% | -1.2% |
| 30D | -1.0% | +1.1% | -2.1% | -0.5% |
| 3M | +20.2% | +4.6% | +15.5% | +22.7% |
| 6M | +21.3% | -2.0% | +23.2% | +21.3% |
| YTD | +2.8% | +11.7% | -8.9% | +4.8% |
| 1Y | 0.0% | +15.7% | -15.8% | +2.3% |
| All | 0.0% | +14.2% | -14.3% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling