+868.6%
MSFT vs EL
+31.4%
+837.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.6% |
| 7D | -1.4% | +1.7% | -3.1% | -1.9% |
| 30D | -1.0% | +15.5% | -16.5% | -5.5% |
| 3M | +20.2% | +20.6% | -0.4% | +13.3% |
| 6M | +21.3% | +10.5% | +10.8% | +15.9% |
| YTD | +2.8% | -1.9% | +4.7% | +0.5% |
| 1Y | 0.0% | +16.1% | -16.1% | -8.1% |
| 3Y | +51.2% | -30.2% | +81.5% | +54.0% |
| 5Y | +71.4% | -67.4% | +138.8% | +142.4% |
| 10Y | +868.6% | +31.2% | +837.4% | +658.6% |
| All | +868.6% | +31.4% | +837.2% | +658.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling