+9.0%
MSFT vs EQT
-3.4%
+12.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -3.2% | +9.9% | +6.6% |
| 7D | +4.7% | -6.6% | +11.2% | +4.6% |
| 30D | +5.8% | +2.7% | +3.1% | +5.7% |
| 3M | +13.0% | -0.2% | +13.2% | +12.9% |
| 6M | +34.9% | -10.6% | +45.5% | +34.7% |
| YTD | +15.7% | -1.2% | +16.8% | +15.3% |
| 1Y | +9.0% | -4.9% | +13.8% | +8.0% |
| All | +9.0% | -3.4% | +12.4% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 1y: compounded portfolio wealth divided by compounded EQT 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…
1y analysis · Full analysis span regression · 6 months rolling