+915.1%
MSFT vs ENTG
+757.2%
+157.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +1.2% |
| 7D | -1.3% | +15.2% | -16.5% | -5.2% |
| 30D | -1.8% | -3.6% | +1.8% | -2.1% |
| 3M | +5.6% | -10.0% | +15.6% | +6.4% |
| 6M | +29.8% | +1.8% | +28.0% | +21.2% |
| YTD | +9.0% | +75.5% | -66.5% | -16.8% |
| 1Y | +4.9% | +82.4% | -77.5% | -21.5% |
| 3Y | +46.2% | +58.5% | -12.3% | +4.7% |
| 5Y | +62.1% | +0.4% | +61.8% | +29.7% |
| All | +915.1% | +757.2% | +157.9% | +240.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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