+2,040.7%
MSFT vs EMB
+126.0%
+1,914.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +1.7% | -0.1% | +1.8% | +1.8% |
| 30D | +0.2% | +1.3% | -1.1% | -0.7% |
| 3M | +6.4% | -2.7% | +9.1% | +8.4% |
| 6M | +28.7% | -2.8% | +31.5% | +31.3% |
| YTD | +10.4% | -1.1% | +11.5% | +11.3% |
| 1Y | +7.6% | 0.0% | +7.6% | +7.7% |
| 3Y | +52.3% | +28.8% | +23.5% | +28.7% |
| 5Y | +64.5% | +6.0% | +58.5% | +56.5% |
| 10Y | +917.8% | +29.1% | +888.7% | +795.2% |
| All | +2,040.7% | +126.0% | +1,914.8% | +1,811.0% |
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