+139,934.1%
MSFT vs EVRG
+2,261.5%
+137,672.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -1.3% | +1.4% | -2.7% | -1.7% |
| 30D | -1.8% | +7.4% | -9.2% | -4.3% |
| 3M | +5.6% | +7.2% | -1.6% | +3.0% |
| 6M | +29.8% | +9.5% | +20.3% | +25.2% |
| YTD | +9.0% | +25.6% | -16.6% | -0.2% |
| 1Y | +4.9% | +20.4% | -15.4% | -2.5% |
| 3Y | +46.2% | +108.8% | -62.6% | +10.1% |
| 5Y | +62.1% | +68.0% | -5.8% | +30.7% |
| 10Y | +899.6% | +124.6% | +775.0% | +603.6% |
| All | +139,934.1% | +2,261.5% | +137,672.6% | +41,051.1% |
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