+133,470.8%
MSFT vs ETR
+4,412.2%
+129,058.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.9% |
| 7D | -2.7% | +1.4% | -4.1% | -3.1% |
| 30D | +2.7% | +1.0% | +1.7% | +2.3% |
| 3M | +17.0% | -1.3% | +18.2% | +17.1% |
| 6M | +23.8% | +1.9% | +21.9% | +22.0% |
| YTD | +4.0% | +18.2% | -14.2% | -2.4% |
| 1Y | -0.8% | +24.7% | -25.5% | -8.6% |
| 3Y | +55.6% | +150.7% | -95.1% | +11.4% |
| 5Y | +72.9% | +127.0% | -54.1% | +26.7% |
| 10Y | +875.8% | +295.5% | +580.3% | +485.3% |
| All | +133,470.8% | +4,412.2% | +129,058.5% | +40,071.2% |
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