+72.3%
MSFT vs ETR
+122.8%
-50.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | -2.7% | +2.0% | -4.7% | -2.9% |
| 3M | +22.1% | -1.7% | +23.8% | +22.2% |
| 6M | +20.6% | +3.6% | +17.0% | +19.3% |
| YTD | +2.3% | +18.0% | -15.7% | -1.3% |
| 1Y | -0.5% | +26.2% | -26.8% | -5.3% |
| 3Y | +50.5% | +148.0% | -97.5% | +19.7% |
| 5Y | +72.3% | +126.1% | -53.7% | +43.7% |
| All | +72.3% | +122.8% | -50.4% | +43.7% |
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