+73.5%
MSFT vs EL
-67.1%
+140.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -5.0% | -2.6% |
| 7D | -2.7% | +0.8% | -3.5% | -2.9% |
| 30D | +2.7% | +19.8% | -17.1% | -1.2% |
| 3M | +17.0% | +25.7% | -8.8% | +11.4% |
| 6M | +23.8% | +5.4% | +18.4% | +21.2% |
| YTD | +4.0% | +0.2% | +3.8% | +2.1% |
| 1Y | -0.8% | +20.4% | -21.3% | -6.9% |
| 3Y | +55.6% | -32.1% | +87.7% | +62.8% |
| All | +73.5% | -67.1% | +140.6% | +149.8% |
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