+9.0%
MSFT vs ET
+24.7%
-15.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -3.5% | +10.2% | +6.0% |
| 7D | +4.7% | -6.0% | +10.7% | +3.7% |
| 30D | +5.8% | -6.1% | +11.9% | +4.8% |
| 3M | +13.0% | -2.7% | +15.7% | +12.6% |
| 6M | +34.9% | +0.2% | +34.7% | +34.9% |
| YTD | +15.7% | +24.3% | -8.7% | +17.0% |
| 1Y | +9.0% | +26.4% | -17.4% | +9.8% |
| All | +9.0% | +24.7% | -15.8% | +9.8% |
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