+48.9%
MSFT vs EOG
+22.2%
+26.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.5% |
| 7D | -1.0% | -1.3% | +0.3% | -1.0% |
| 30D | -2.7% | +3.4% | -6.0% | -2.8% |
| 3M | +22.1% | +7.8% | +14.3% | +21.6% |
| 6M | +20.6% | +13.4% | +7.2% | +19.4% |
| YTD | +2.3% | +43.5% | -41.2% | -0.8% |
| 1Y | -0.5% | +29.7% | -30.2% | -2.5% |
| All | +48.9% | +22.2% | +26.7% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling