+913.4%
MSFT vs EMR
+279.1%
+634.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -2.4% | +2.7% | -5.1% | -3.4% |
| 30D | -3.8% | +2.1% | -5.9% | -4.5% |
| 3M | +6.4% | +2.3% | +4.2% | +5.3% |
| 6M | +28.8% | +22.5% | +6.3% | +18.0% |
| YTD | +8.8% | +27.2% | -18.4% | -3.4% |
| 1Y | +3.2% | +28.0% | -24.9% | -8.9% |
| 3Y | +44.8% | +103.4% | -58.6% | +1.5% |
| 5Y | +61.8% | +88.2% | -26.3% | +15.9% |
| All | +913.4% | +279.1% | +634.3% | +430.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling