+51.2%
MSFT vs ENTG
+47.4%
+3.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -1.3% |
| 7D | -1.4% | +8.9% | -10.4% | -2.4% |
| 30D | -1.0% | -7.2% | +6.2% | -0.4% |
| 3M | +20.2% | +6.4% | +13.8% | +16.2% |
| 6M | +21.3% | +25.7% | -4.4% | +13.0% |
| YTD | +2.8% | +67.9% | -65.1% | -10.1% |
| 1Y | 0.0% | +72.4% | -72.4% | -14.0% |
| 3Y | +51.2% | +48.4% | +2.8% | +31.6% |
| All | +51.2% | +47.4% | +3.8% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling