+913.4%
MSFT vs EW
+249.9%
+663.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.4% | +4.9% | -7.4% | -4.1% |
| 30D | -3.8% | +24.1% | -27.8% | -11.0% |
| 3M | +6.4% | +13.7% | -7.3% | +1.3% |
| 6M | +28.8% | +32.7% | -3.9% | +15.9% |
| YTD | +8.8% | +24.1% | -15.3% | -0.3% |
| 1Y | +3.2% | +23.6% | -20.5% | -5.4% |
| 3Y | +44.8% | +64.8% | -20.0% | +11.0% |
| 5Y | +61.8% | -8.8% | +70.6% | +56.6% |
| All | +913.4% | +249.9% | +663.5% | +516.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling