+872.1%
MSFT vs EQT
+52.9%
+819.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -3.5% | -1.2% | -2.3% | -3.4% |
| 30D | -2.1% | +1.1% | -3.2% | -2.2% |
| 3M | +24.2% | +4.8% | +19.4% | +23.5% |
| 6M | +21.9% | -10.6% | +32.4% | +22.9% |
| YTD | +2.5% | +3.4% | -1.0% | +1.8% |
| 1Y | -0.8% | +8.7% | -9.4% | -2.1% |
| 3Y | +50.8% | +35.0% | +15.8% | +44.1% |
| 5Y | +73.5% | +204.2% | -130.7% | +50.8% |
| All | +872.1% | +52.9% | +819.2% | +716.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling