+133,470.8%
MSFT vs EVRG
+2,068.9%
+131,401.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.9% |
| 7D | -2.7% | +1.1% | -3.8% | -3.1% |
| 30D | +2.7% | -1.0% | +3.7% | +3.0% |
| 3M | +17.0% | +0.4% | +16.6% | +16.5% |
| 6M | +23.8% | -0.8% | +24.7% | +23.5% |
| YTD | +4.0% | +15.3% | -11.4% | -1.8% |
| 1Y | -0.8% | +17.9% | -18.7% | -7.2% |
| 3Y | +55.6% | +71.9% | -16.3% | +25.4% |
| 5Y | +72.9% | +45.3% | +27.6% | +46.7% |
| 10Y | +875.8% | +113.1% | +762.7% | +600.3% |
| All | +133,470.8% | +2,068.9% | +131,401.9% | +40,367.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling