+133,470.8%
MSFT vs EMR
+4,039.8%
+129,431.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.8% | -2.8% |
| 7D | -2.7% | -1.5% | -1.2% | -2.1% |
| 30D | +2.7% | -5.6% | +8.3% | +5.1% |
| 3M | +17.0% | +7.9% | +9.0% | +12.1% |
| 6M | +23.8% | +6.0% | +17.8% | +18.5% |
| YTD | +4.0% | +16.4% | -12.5% | -5.4% |
| 1Y | -0.8% | +16.6% | -17.4% | -10.3% |
| 3Y | +55.6% | +62.9% | -7.3% | +17.3% |
| 5Y | +72.9% | +60.1% | +12.8% | +29.9% |
| 10Y | +875.8% | +268.8% | +607.1% | +363.1% |
| All | +133,470.8% | +4,039.8% | +129,431.0% | +16,352.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling