+4.9%
MSFT vs EL
+23.3%
-18.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | 0.0% |
| 7D | -1.3% | +1.5% | -2.8% | -1.5% |
| 30D | -1.8% | +10.0% | -11.8% | -2.8% |
| 3M | +5.6% | +28.4% | -22.8% | +2.8% |
| 6M | +29.8% | +37.1% | -7.2% | +25.3% |
| YTD | +9.0% | +7.8% | +1.2% | +8.3% |
| 1Y | +4.9% | +26.0% | -21.1% | +7.2% |
| All | +4.9% | +23.3% | -18.4% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling