+72.3%
MSFT vs EME
+544.7%
-472.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | +0.1% |
| 7D | -1.0% | +2.7% | -3.8% | -1.7% |
| 30D | -2.7% | -6.8% | +4.1% | -1.2% |
| 3M | +22.1% | -8.8% | +30.9% | +23.2% |
| 6M | +20.6% | +5.0% | +15.6% | +16.4% |
| YTD | +2.3% | +23.5% | -21.2% | -6.3% |
| 1Y | -0.5% | +21.3% | -21.9% | -9.6% |
| 3Y | +50.5% | +241.1% | -190.5% | -8.4% |
| 5Y | +72.3% | +549.2% | -476.8% | -25.0% |
| All | +72.3% | +544.7% | -472.4% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling