+61.8%
MSFT vs EOG
+109.0%
-47.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.3% |
| 7D | -2.4% | +7.4% | -9.8% | -3.0% |
| 30D | -3.8% | +2.3% | -6.0% | -4.0% |
| 3M | +6.4% | +9.5% | -3.0% | +5.3% |
| 6M | +28.8% | +17.7% | +11.1% | +26.2% |
| YTD | +8.8% | +52.9% | -44.1% | +2.7% |
| 1Y | +3.2% | +47.7% | -44.5% | -2.3% |
| 3Y | +44.8% | +41.1% | +3.7% | +36.5% |
| 5Y | +61.8% | +108.2% | -46.4% | +43.0% |
| All | +61.8% | +109.0% | -47.2% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling