+922.9%
MSFT vs ESI
+306.3%
+616.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | +2.3% | -6.6% | +9.0% | +4.2% |
| 30D | -0.4% | -9.8% | +9.5% | +2.3% |
| 3M | +5.6% | -11.9% | +17.5% | +8.6% |
| 6M | +29.0% | -25.1% | +54.0% | +36.9% |
| YTD | +10.9% | +31.9% | -21.0% | -4.1% |
| 1Y | +6.2% | +19.2% | -13.0% | -5.3% |
| 3Y | +47.6% | +76.2% | -28.6% | +11.0% |
| 5Y | +67.9% | +39.4% | +28.5% | +34.3% |
| 10Y | +922.9% | +304.9% | +618.0% | +479.2% |
| All | +922.9% | +306.3% | +616.6% | +479.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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