+2,513.3%
MSFT vs EFV
+258.8%
+2,254.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -2.7% | +1.5% | -4.2% | -3.7% |
| 30D | +2.7% | +1.7% | +1.0% | +1.4% |
| 3M | +17.0% | +8.6% | +8.3% | +10.3% |
| 6M | +23.8% | +11.7% | +12.1% | +14.0% |
| YTD | +4.0% | +19.3% | -15.3% | -9.0% |
| 1Y | -0.8% | +30.2% | -31.0% | -18.6% |
| 3Y | +55.6% | +91.6% | -36.0% | -4.5% |
| 5Y | +72.9% | +96.4% | -23.5% | +4.1% |
| 10Y | +875.8% | +166.5% | +709.3% | +372.3% |
| All | +2,513.3% | +258.8% | +2,254.4% | +916.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling