+885.0%
MSFT vs EMR
+266.1%
+618.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | -1.0% | +0.9% | -2.0% | -1.4% |
| 30D | -2.7% | -5.0% | +2.3% | -0.9% |
| 3M | +22.1% | +5.9% | +16.2% | +18.6% |
| 6M | +20.6% | +7.3% | +13.2% | +15.6% |
| YTD | +2.3% | +14.6% | -12.3% | -5.3% |
| 1Y | -0.5% | +15.6% | -16.2% | -8.8% |
| 3Y | +50.5% | +60.2% | -9.6% | +16.9% |
| 5Y | +72.3% | +65.8% | +6.5% | +30.0% |
| 10Y | +885.0% | +277.4% | +607.6% | +431.6% |
| All | +885.0% | +266.1% | +618.9% | +431.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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