+63.3%
MSFT vs ETR
+158.0%
-94.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.6% |
| 3M | +3.6% | +5.7% | -2.1% | +2.9% |
| 6M | +26.8% | -0.3% | +27.1% | +26.7% |
| YTD | +8.4% | +23.4% | -14.9% | +3.9% |
| 1Y | +3.3% | +18.5% | -15.2% | -0.3% |
| 3Y | +44.3% | +155.6% | -111.3% | +13.5% |
| 5Y | +63.3% | +158.7% | -95.3% | +29.8% |
| All | +63.3% | +158.0% | -94.7% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling