+139,934.2%
MSFT vs ETR
+4,604.0%
+135,330.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -1.3% | +1.2% | -2.4% | -1.6% |
| 30D | -1.8% | +7.0% | -8.9% | -3.9% |
| 3M | +5.6% | +4.6% | +1.0% | +4.1% |
| 6M | +29.8% | +0.1% | +29.7% | +29.1% |
| YTD | +9.0% | +23.2% | -14.2% | +0.9% |
| 1Y | +4.9% | +20.6% | -15.6% | -2.2% |
| 3Y | +46.2% | +156.3% | -110.0% | +4.1% |
| 5Y | +62.1% | +159.6% | -97.5% | +13.8% |
| 10Y | +899.6% | +377.1% | +522.5% | +466.0% |
| All | +139,934.2% | +4,604.0% | +135,330.1% | +41,457.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling