+139,934.1%
MSFT vs EOG
+8,150.5%
+131,783.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.1% |
| 7D | -1.3% | +7.6% | -8.9% | -2.5% |
| 30D | -1.8% | +3.4% | -5.2% | -2.5% |
| 3M | +5.6% | +12.7% | -7.1% | +3.2% |
| 6M | +29.8% | +19.0% | +10.8% | +25.3% |
| YTD | +9.0% | +55.6% | -46.6% | 0.0% |
| 1Y | +4.9% | +49.5% | -44.6% | -3.2% |
| 3Y | +46.2% | +43.2% | +3.1% | +34.5% |
| 5Y | +62.1% | +111.8% | -49.7% | +36.2% |
| 10Y | +899.6% | +140.4% | +759.2% | +659.0% |
| All | +139,934.1% | +8,150.5% | +131,783.7% | +69,696.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling