+872.1%
MSFT vs EME
+1,301.6%
-429.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -3.5% | +0.9% | -4.4% | -3.8% |
| 30D | -2.1% | -8.4% | +6.3% | +0.2% |
| 3M | +24.2% | -3.6% | +27.8% | +24.0% |
| 6M | +21.9% | +3.6% | +18.3% | +18.0% |
| YTD | +2.5% | +22.5% | -20.0% | -6.6% |
| 1Y | -0.8% | +18.2% | -19.0% | -9.6% |
| 3Y | +50.8% | +238.4% | -187.6% | -8.5% |
| 5Y | +73.5% | +550.5% | -477.0% | -18.7% |
| All | +872.1% | +1,301.6% | -429.5% | +241.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling