+52.3%
MSFT vs ED
+44.5%
+7.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -1.7% |
| 7D | +1.7% | +1.6% | 0.0% | +2.1% |
| 30D | +0.2% | +13.3% | -13.1% | +4.1% |
| 3M | +6.4% | +9.7% | -3.4% | +9.5% |
| 6M | +28.7% | +12.8% | +15.9% | +33.7% |
| YTD | +10.4% | +22.3% | -11.9% | +16.8% |
| 1Y | +7.6% | +26.3% | -18.7% | +14.7% |
| 3Y | +52.3% | +45.0% | +7.3% | +67.9% |
| All | +52.3% | +44.5% | +7.8% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling