+2,488.6%
MSFT vs ET
+1,435.7%
+1,052.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | -1.0% | +6.9% | -7.9% | -2.4% |
| 3M | +20.2% | +13.1% | +7.1% | +17.1% |
| 6M | +21.3% | +18.7% | +2.6% | +16.8% |
| YTD | +2.8% | +37.4% | -34.7% | -4.1% |
| 1Y | 0.0% | +34.8% | -34.9% | -6.4% |
| 3Y | +51.2% | +96.8% | -45.6% | +30.2% |
| 5Y | +71.4% | +238.2% | -166.8% | +31.1% |
| 10Y | +868.6% | +159.4% | +709.2% | +630.1% |
| All | +2,488.6% | +1,435.7% | +1,052.9% | +688.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling