+885.0%
MSFT vs EMB
+29.7%
+855.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.2% |
| 7D | -1.0% | 0.0% | -1.1% | -1.1% |
| 30D | -2.7% | -0.3% | -2.4% | -2.3% |
| 3M | +22.1% | -0.3% | +22.4% | +22.6% |
| 6M | +20.6% | +0.7% | +19.8% | +19.6% |
| YTD | +2.3% | +1.3% | +1.0% | +0.8% |
| 1Y | -0.5% | +4.7% | -5.2% | -5.8% |
| 3Y | +50.5% | +30.1% | +20.4% | +10.0% |
| 5Y | +72.3% | +6.9% | +65.5% | +62.0% |
| 10Y | +885.0% | +30.7% | +854.3% | +646.9% |
| All | +885.0% | +29.7% | +855.3% | +646.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded EMB 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling