+22.5%
MSFT vs ET
+20.1%
+2.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -2.7% | +0.9% | -3.6% | -2.5% |
| 30D | +2.7% | +7.5% | -4.8% | +4.3% |
| 3M | +17.0% | +11.4% | +5.5% | +19.1% |
| All | +22.5% | +20.1% | +2.4% | +30.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling