+15,984.1%
MSFT vs EL
+1,850.3%
+14,133.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | +2.3% | +7.6% | -5.3% | +0.4% |
| 30D | -0.4% | +15.7% | -16.0% | -4.3% |
| 3M | +5.6% | +30.5% | -25.0% | -2.5% |
| 6M | +29.0% | +32.5% | -3.6% | +18.0% |
| YTD | +10.9% | +9.4% | +1.5% | +5.2% |
| 1Y | +6.2% | +28.4% | -22.1% | -4.0% |
| 3Y | +47.6% | +4.4% | +43.2% | +32.0% |
| 5Y | +67.9% | -64.5% | +132.4% | +103.9% |
| 10Y | +922.9% | +64.9% | +858.0% | +691.9% |
| All | +15,984.1% | +1,850.3% | +14,133.9% | +6,474.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling