+71.4%
MSFT vs EW
-28.5%
+99.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.4% | -0.2% |
| 7D | -1.4% | -4.4% | +3.0% | -0.2% |
| 30D | -1.0% | -3.3% | +2.3% | -0.1% |
| 3M | +20.2% | +1.0% | +19.2% | +19.8% |
| 6M | +21.3% | +6.2% | +15.0% | +19.1% |
| YTD | +2.8% | +1.7% | +1.1% | +1.9% |
| 1Y | 0.0% | +8.1% | -8.2% | -2.8% |
| 3Y | +51.2% | +17.1% | +34.2% | +36.4% |
| 5Y | +71.4% | -29.4% | +100.8% | +90.2% |
| All | +71.4% | -28.5% | +99.9% | +90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling