+48.9%
MSFT vs EVRG
+71.7%
-22.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -0.6% |
| 7D | -1.0% | +0.6% | -1.6% | -1.0% |
| 30D | -2.7% | -0.2% | -2.4% | -2.7% |
| 3M | +22.1% | -0.5% | +22.6% | +22.1% |
| 6M | +20.6% | +0.2% | +20.4% | +20.8% |
| YTD | +2.3% | +14.9% | -12.6% | +2.7% |
| 1Y | -0.5% | +18.2% | -18.8% | +0.1% |
| All | +48.9% | +71.7% | -22.8% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling