+46.2%
MSFT vs ED
+50.2%
-3.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.6% |
| 7D | -1.3% | +2.1% | -3.3% | -0.7% |
| 30D | -1.8% | +10.4% | -12.2% | +1.2% |
| 3M | +5.6% | +12.5% | -6.9% | +9.5% |
| 6M | +29.8% | +14.9% | +14.9% | +35.6% |
| YTD | +9.0% | +24.8% | -15.8% | +16.0% |
| 1Y | +4.9% | +23.8% | -18.9% | +11.5% |
| 3Y | +46.2% | +51.6% | -5.4% | +62.3% |
| All | +46.2% | +50.2% | -3.9% | +62.3% |
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 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