+889.6%
MSFT vs EMR
+270.5%
+619.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.0% |
| 7D | -1.4% | +3.1% | -4.5% | -2.6% |
| 30D | -1.0% | -3.5% | +2.5% | +0.2% |
| 3M | +20.2% | +9.8% | +10.4% | +15.1% |
| 6M | +21.3% | +10.8% | +10.5% | +14.8% |
| YTD | +2.8% | +15.9% | -13.2% | -5.3% |
| 1Y | 0.0% | +16.4% | -16.5% | -8.5% |
| 3Y | +51.2% | +62.1% | -10.9% | +16.9% |
| 5Y | +71.4% | +62.9% | +8.5% | +30.4% |
| All | +889.6% | +270.5% | +619.1% | +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 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