+49.1%
MSFT vs ET
+97.8%
-48.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | -3.5% | +1.4% | -4.8% | -3.7% |
| 30D | -2.1% | +4.6% | -6.6% | -2.9% |
| 3M | +24.2% | +16.0% | +8.1% | +20.7% |
| 6M | +21.9% | +22.8% | -1.0% | +16.6% |
| YTD | +2.5% | +38.9% | -36.4% | -5.0% |
| 1Y | -0.8% | +34.1% | -34.9% | -7.2% |
| All | +49.1% | +97.8% | -48.7% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling