+50.6%
MSFT vs ESI
+68.6%
-18.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.3% |
| 7D | +1.7% | -8.5% | +10.2% | +2.8% |
| 30D | +0.2% | -15.7% | +15.8% | +2.4% |
| 3M | +6.4% | -18.2% | +24.6% | +9.0% |
| 6M | +28.7% | -28.8% | +57.5% | +33.2% |
| YTD | +10.4% | +26.3% | -15.8% | -1.3% |
| 1Y | +7.6% | +18.2% | -10.6% | -2.4% |
| All | +50.6% | +68.6% | -18.1% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling