+913.4%
MSFT vs EOG
+136.8%
+776.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.2% |
| 7D | -2.4% | +7.4% | -9.8% | -3.5% |
| 30D | -3.8% | +2.3% | -6.0% | -4.2% |
| 3M | +6.4% | +9.5% | -3.0% | +4.6% |
| 6M | +28.8% | +17.7% | +11.1% | +24.7% |
| YTD | +8.8% | +52.9% | -44.1% | +0.3% |
| 1Y | +3.2% | +47.7% | -44.5% | -4.5% |
| 3Y | +44.8% | +41.1% | +3.7% | +33.6% |
| 5Y | +61.8% | +108.2% | -46.4% | +35.7% |
| All | +913.4% | +136.8% | +776.5% | +686.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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