+894.4%
MSFT vs ETR
+374.5%
+519.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.5% | -2.3% |
| 7D | -6.2% | +0.1% | -6.3% | -6.2% |
| 30D | -3.7% | +7.7% | -11.4% | -5.8% |
| 3M | +3.6% | +5.7% | -2.1% | +1.8% |
| 6M | +26.8% | -0.3% | +27.1% | +26.4% |
| YTD | +8.4% | +23.4% | -14.9% | +0.1% |
| 1Y | +3.3% | +18.5% | -15.2% | -3.4% |
| 3Y | +44.3% | +155.6% | -111.3% | -1.1% |
| 5Y | +63.3% | +158.7% | -95.3% | +9.8% |
| 10Y | +894.4% | +377.8% | +516.6% | +469.4% |
| All | +894.4% | +374.5% | +519.9% | +469.4% |
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