+427.2%
MSFT vs EQX
+232.0%
+195.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.5% |
| 7D | -0.8% | -3.2% | +2.4% | -0.6% |
| 30D | +0.8% | +7.8% | -6.9% | +0.2% |
| 3M | +27.2% | +21.3% | +5.9% | +25.1% |
| 6M | +22.9% | -22.4% | +45.3% | +24.1% |
| YTD | +3.1% | -11.3% | +14.4% | +3.0% |
| 1Y | -0.3% | +13.5% | -13.8% | -2.2% |
| 3Y | +50.1% | +162.1% | -112.0% | +36.7% |
| 5Y | +74.6% | +84.2% | -9.6% | +56.6% |
| All | +427.2% | +232.0% | +195.1% | +478.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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