-0.8%
MSFT vs ET
+31.4%
-32.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -2.7% | +0.9% | -3.6% | -2.6% |
| 30D | +2.7% | +7.5% | -4.8% | +3.5% |
| 3M | +17.0% | +11.4% | +5.5% | +18.1% |
| 6M | +23.8% | +18.5% | +5.3% | +25.7% |
| YTD | +4.0% | +37.4% | -33.4% | +3.8% |
| 1Y | -0.8% | +30.9% | -31.8% | -0.1% |
| All | -0.8% | +31.4% | -32.2% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling