+72.3%
MSFT vs EFV
+95.4%
-23.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.1% |
| 7D | -1.0% | -0.5% | -0.5% | -0.7% |
| 30D | -2.7% | 0.0% | -2.7% | -2.7% |
| 3M | +22.1% | +8.4% | +13.7% | +15.9% |
| 6M | +20.6% | +12.3% | +8.2% | +11.2% |
| YTD | +2.3% | +17.4% | -15.1% | -8.9% |
| 1Y | -0.5% | +27.1% | -27.7% | -16.5% |
| 3Y | +50.5% | +90.7% | -40.2% | -9.5% |
| 5Y | +72.3% | +95.6% | -23.3% | -2.8% |
| All | +72.3% | +95.4% | -23.1% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling