+73.4%
MSFT vs EMR
+63.5%
+10.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.8% | -2.6% |
| 7D | -2.7% | -1.5% | -1.2% | -2.2% |
| 30D | +2.7% | -5.6% | +8.3% | +4.6% |
| 3M | +17.0% | +7.9% | +9.0% | +13.3% |
| 6M | +23.8% | +6.0% | +17.8% | +19.9% |
| YTD | +4.0% | +16.4% | -12.5% | -3.8% |
| 1Y | -0.8% | +16.6% | -17.4% | -8.7% |
| 3Y | +55.6% | +62.9% | -7.3% | +19.8% |
| All | +73.4% | +63.5% | +10.0% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling