+73.5%
MSFT vs ET
+241.7%
-168.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | -3.5% | +1.4% | -4.8% | -3.8% |
| 30D | -2.1% | +4.6% | -6.6% | -3.2% |
| 3M | +24.2% | +16.0% | +8.1% | +19.6% |
| 6M | +21.9% | +22.8% | -1.0% | +15.3% |
| YTD | +2.5% | +38.9% | -36.4% | -6.4% |
| 1Y | -0.8% | +34.1% | -34.9% | -8.6% |
| 3Y | +50.8% | +98.8% | -48.0% | +23.3% |
| 5Y | +73.5% | +246.8% | -173.3% | +29.6% |
| All | +73.5% | +241.7% | -168.2% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling