+4.9%
MSFT vs EFV
+19.5%
-14.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -1.3% | +2.5% | -3.8% | -2.3% |
| 30D | -1.8% | +2.9% | -4.8% | -2.9% |
| 3M | +5.6% | -1.4% | +7.1% | +5.9% |
| 6M | +29.8% | +5.5% | +24.3% | +28.8% |
| YTD | +9.0% | +16.1% | -7.1% | +6.2% |
| 1Y | +4.9% | +20.3% | -15.3% | +1.3% |
| All | +4.9% | +19.5% | -14.6% | +1.3% |
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