+72.3%
MSFT vs EVRG
+44.9%
+27.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -0.3% |
| 7D | -1.0% | +0.6% | -1.6% | -1.1% |
| 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% | +20.2% |
| YTD | +2.3% | +14.9% | -12.6% | -0.9% |
| 1Y | -0.5% | +18.2% | -18.8% | -4.3% |
| 3Y | +50.5% | +70.2% | -19.6% | +31.7% |
| 5Y | +72.3% | +45.3% | +27.0% | +57.0% |
| All | +72.3% | +44.9% | +27.4% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling