+878.4%
MSFT vs ETR
+296.9%
+581.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -0.8% | -1.8% | +1.0% | -0.3% |
| 30D | +0.8% | -1.8% | +2.6% | +1.3% |
| 3M | +27.2% | -3.6% | +30.8% | +28.3% |
| 6M | +22.9% | +2.6% | +20.3% | +20.7% |
| YTD | +3.1% | +16.0% | -12.9% | -3.0% |
| 1Y | -0.3% | +20.1% | -20.4% | -7.4% |
| 3Y | +50.1% | +143.6% | -93.5% | +4.3% |
| 5Y | +74.6% | +124.4% | -49.7% | +23.9% |
| All | +878.4% | +296.9% | +581.5% | +491.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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