-0.3%
MSFT vs ENTG
+75.7%
-75.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | +0.6% |
| 7D | -0.8% | +1.2% | -2.0% | -0.8% |
| 30D | +0.8% | -12.9% | +13.7% | +1.0% |
| 3M | +27.2% | -3.1% | +30.3% | +24.6% |
| 6M | +22.9% | +21.0% | +1.9% | +19.0% |
| YTD | +3.1% | +67.0% | -63.9% | -2.3% |
| 1Y | -0.3% | +68.6% | -68.9% | -4.8% |
| All | -0.3% | +75.7% | -75.9% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling