+49.6%
MSFT vs EFV
+90.5%
-40.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | -1.4% | +1.0% | -2.4% | -1.8% |
| 30D | -1.0% | +0.2% | -1.2% | -1.1% |
| 3M | +20.2% | +9.6% | +10.6% | +15.7% |
| 6M | +21.3% | +14.0% | +7.2% | +14.4% |
| YTD | +2.8% | +18.5% | -15.7% | -5.2% |
| 1Y | 0.0% | +27.9% | -27.9% | -11.4% |
| All | +49.6% | +90.5% | -40.9% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling