+46.2%
MSFT vs EFV
+91.8%
-45.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -1.3% | +2.5% | -3.8% | -2.5% |
| 30D | -1.8% | +2.9% | -4.8% | -3.1% |
| 3M | +5.6% | -1.4% | +7.1% | +6.3% |
| 6M | +29.8% | +5.5% | +24.3% | +27.1% |
| YTD | +9.0% | +16.1% | -7.1% | +1.5% |
| 1Y | +4.9% | +20.3% | -15.3% | -4.0% |
| 3Y | +46.2% | +90.4% | -44.2% | +12.8% |
| All | +46.2% | +91.8% | -45.6% | +12.8% |
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