+878.4%
MSFT vs ET
+177.0%
+701.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +0.8% |
| 7D | -0.8% | +0.2% | -1.0% | -0.9% |
| 30D | +0.8% | +2.9% | -2.0% | +0.2% |
| 3M | +27.2% | +16.8% | +10.4% | +22.9% |
| 6M | +22.9% | +18.9% | +4.0% | +18.0% |
| YTD | +3.1% | +37.7% | -34.6% | -4.4% |
| 1Y | -0.3% | +32.4% | -32.7% | -6.7% |
| 3Y | +50.1% | +99.5% | -49.4% | +27.1% |
| 5Y | +74.6% | +244.0% | -169.3% | +30.5% |
| All | +878.4% | +177.0% | +701.4% | +647.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling