-0.8%
MSFT vs EFV
+30.7%
-31.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -2.7% | +1.5% | -4.2% | -3.1% |
| 30D | +2.7% | +1.7% | +1.0% | +2.1% |
| 3M | +17.0% | +8.6% | +8.3% | +14.9% |
| 6M | +23.8% | +11.7% | +12.2% | +19.8% |
| YTD | +4.0% | +19.3% | -15.3% | -1.5% |
| 1Y | -0.8% | +30.2% | -31.0% | -9.5% |
| All | -0.8% | +30.7% | -31.5% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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