+52.3%
MSFT vs EMR
+85.7%
-33.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +1.7% | -1.6% | +3.2% | +2.1% |
| 30D | +0.2% | +2.0% | -1.8% | -0.2% |
| 3M | +6.4% | +3.8% | +2.5% | +5.4% |
| 6M | +28.7% | +10.5% | +18.2% | +25.4% |
| YTD | +10.4% | +23.7% | -13.3% | +3.2% |
| 1Y | +7.6% | +25.4% | -17.8% | 0.0% |
| 3Y | +52.3% | +86.6% | -34.2% | +29.7% |
| All | +52.3% | +85.7% | -33.4% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling