+1,482.2%
MSFT vs EW
+6,974.1%
-5,491.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.2% | -2.1% |
| 7D | -2.7% | -0.3% | -2.3% | -2.6% |
| 30D | +2.7% | +1.0% | +1.7% | +2.4% |
| 3M | +17.0% | +2.8% | +14.2% | +16.1% |
| 6M | +23.8% | +5.5% | +18.3% | +21.9% |
| YTD | +4.0% | +5.5% | -1.5% | +2.2% |
| 1Y | -0.8% | +11.0% | -11.9% | -3.9% |
| 3Y | +55.6% | +17.7% | +37.9% | +43.9% |
| 5Y | +72.9% | -25.7% | +98.6% | +76.9% |
| 10Y | +875.8% | +132.8% | +743.0% | +666.4% |
| All | +1,482.2% | +6,974.1% | -5,491.9% | +587.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling