+141,733.1%
MSFT vs ED
+2,460.7%
+139,272.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.2% |
| 7D | +1.7% | +1.6% | 0.0% | +1.1% |
| 30D | +0.2% | +13.3% | -13.1% | -4.0% |
| 3M | +6.4% | +9.7% | -3.4% | +2.9% |
| 6M | +28.7% | +12.8% | +15.9% | +22.9% |
| YTD | +10.4% | +22.3% | -11.9% | +2.0% |
| 1Y | +7.6% | +26.3% | -18.7% | -1.7% |
| 3Y | +52.3% | +45.0% | +7.3% | +29.3% |
| 5Y | +64.5% | +80.2% | -15.7% | +27.4% |
| 10Y | +917.8% | +129.9% | +788.0% | +595.6% |
| All | +141,733.1% | +2,460.7% | +139,272.4% | +34,295.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling