+64.1%
MSFT vs EL
-66.1%
+130.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.4% |
| 7D | +1.7% | +0.8% | +0.9% | +1.5% |
| 30D | +0.2% | +16.5% | -16.4% | -2.8% |
| 3M | +6.4% | +29.2% | -22.8% | +0.8% |
| 6M | +28.7% | +27.9% | +0.8% | +21.8% |
| YTD | +10.4% | +6.2% | +4.2% | +7.1% |
| 1Y | +7.6% | +27.2% | -19.5% | +0.2% |
| 3Y | +52.3% | +3.2% | +49.1% | +38.0% |
| All | +64.1% | -66.1% | +130.2% | +135.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling