+872.1%
MSFT vs EVRG
+113.2%
+758.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -3.5% | -0.7% | -2.8% | -3.3% |
| 30D | -2.1% | 0.0% | -2.1% | -2.1% |
| 3M | +24.2% | -1.0% | +25.1% | +24.3% |
| 6M | +21.9% | +1.0% | +20.9% | +20.8% |
| YTD | +2.5% | +15.1% | -12.6% | -3.2% |
| 1Y | -0.8% | +17.6% | -18.4% | -7.1% |
| 3Y | +50.8% | +70.5% | -19.7% | +21.0% |
| 5Y | +73.5% | +48.9% | +24.6% | +45.7% |
| All | +872.1% | +113.2% | +758.8% | +614.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 10y: compounded portfolio wealth divided by compounded EVRG 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…
10y analysis · Full analysis span regression · 6 months rolling