+872.1%
MSFT vs EFV
+167.0%
+705.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -3.5% | -2.0% | -1.5% | -1.9% |
| 30D | -2.1% | -0.2% | -1.9% | -1.9% |
| 3M | +24.2% | +9.1% | +15.0% | +15.9% |
| 6M | +21.9% | +11.7% | +10.2% | +11.1% |
| YTD | +2.5% | +17.0% | -14.6% | -10.5% |
| 1Y | -0.8% | +26.7% | -27.5% | -18.9% |
| 3Y | +50.8% | +90.2% | -39.4% | -14.2% |
| 5Y | +73.5% | +96.1% | -22.6% | -4.6% |
| All | +872.1% | +167.0% | +705.1% | +331.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling