-0.8%
MSFT vs ETR
+24.7%
-25.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | -0.1% |
| 7D | -3.5% | -1.9% | -1.6% | -3.9% |
| 30D | -2.1% | -0.2% | -1.9% | -2.1% |
| 3M | +24.2% | -3.7% | +27.9% | +23.2% |
| 6M | +21.9% | +2.1% | +19.8% | +21.0% |
| YTD | +2.5% | +16.5% | -14.0% | -0.2% |
| 1Y | -0.8% | +22.5% | -23.3% | -5.9% |
| All | -0.8% | +24.7% | -25.5% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling