+143,155.1%
MSFT vs ES
+1,275.7%
+141,879.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.1% | -5.6% | -4.2% |
| 7D | +1.1% | +5.9% | -4.8% | -0.6% |
| 30D | +1.3% | +10.2% | -9.0% | -1.8% |
| 3M | +10.2% | +0.4% | +9.7% | +9.8% |
| 6M | +30.8% | +6.9% | +23.9% | +27.5% |
| YTD | +11.5% | +10.5% | +1.0% | +7.1% |
| 1Y | +6.5% | +3.2% | +3.3% | +4.1% |
| 3Y | +55.5% | +49.0% | +6.4% | +32.1% |
| 5Y | +66.2% | +4.5% | +61.7% | +56.8% |
| 10Y | +928.0% | +92.3% | +835.7% | +686.3% |
| All | +143,155.1% | +1,275.7% | +141,879.4% | +55,712.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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