+872.1%
MSFT vs ENTG
+778.5%
+93.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +1.2% |
| 7D | -3.5% | +5.1% | -8.6% | -4.9% |
| 30D | -2.1% | -8.5% | +6.5% | -0.3% |
| 3M | +24.2% | +6.7% | +17.5% | +16.7% |
| 6M | +21.9% | +17.7% | +4.1% | +9.0% |
| YTD | +2.5% | +63.5% | -61.0% | -18.9% |
| 1Y | -0.8% | +73.6% | -74.4% | -24.6% |
| 3Y | +50.8% | +44.6% | +6.2% | +12.5% |
| 5Y | +73.5% | +16.1% | +57.4% | +31.0% |
| All | +872.1% | +778.5% | +93.6% | +242.6% |
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