+62.4%
MSFT vs EVRG
+66.7%
-4.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -1.3% | +1.4% | -2.7% | -1.5% |
| 30D | -1.8% | +7.4% | -9.2% | -2.9% |
| 3M | +5.6% | +7.2% | -1.6% | +4.5% |
| 6M | +29.8% | +9.5% | +20.3% | +27.8% |
| YTD | +9.0% | +25.6% | -16.6% | +4.0% |
| 1Y | +4.9% | +20.4% | -15.4% | +1.1% |
| 3Y | +46.2% | +108.8% | -62.6% | +20.0% |
| All | +62.4% | +66.7% | -4.3% | +45.5% |
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