+885.0%
MSFT vs ESI
+308.3%
+576.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | -1.0% | +3.9% | -5.0% | -2.2% |
| 30D | -2.7% | -3.8% | +1.1% | -1.8% |
| 3M | +22.1% | -13.1% | +35.2% | +25.1% |
| 6M | +20.6% | +11.3% | +9.2% | +12.6% |
| YTD | +2.3% | +44.1% | -41.8% | -12.9% |
| 1Y | -0.5% | +40.3% | -40.9% | -15.2% |
| 3Y | +50.5% | +84.1% | -33.5% | +13.5% |
| 5Y | +72.3% | +75.8% | -3.5% | +29.8% |
| 10Y | +885.0% | +320.7% | +564.3% | +442.7% |
| All | +885.0% | +308.3% | +576.7% | +442.7% |
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