+1,916.0%
MSFT vs EMB
+132.1%
+1,783.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.1% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +2.7% | -0.3% | +3.0% | +2.9% |
| 3M | +17.0% | -0.4% | +17.4% | +17.3% |
| 6M | +23.8% | +0.1% | +23.7% | +23.8% |
| YTD | +4.0% | +1.6% | +2.4% | +2.9% |
| 1Y | -0.8% | +5.6% | -6.4% | -4.5% |
| 3Y | +55.6% | +29.8% | +25.8% | +30.6% |
| 5Y | +72.9% | +7.3% | +65.6% | +62.9% |
| 10Y | +875.8% | +30.4% | +845.4% | +746.3% |
| All | +1,916.0% | +132.1% | +1,783.9% | +1,666.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling