+1,588.1%
MSFT vs EW
+8,084.4%
-6,496.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | +2.3% | +9.3% | -6.9% | +0.2% |
| 30D | -0.4% | +22.1% | -22.4% | -5.1% |
| 3M | +5.6% | +13.0% | -7.5% | +2.3% |
| 6M | +29.0% | +30.1% | -1.1% | +20.6% |
| YTD | +10.9% | +22.0% | -11.1% | +5.1% |
| 1Y | +6.2% | +23.7% | -17.5% | +0.2% |
| 3Y | +47.6% | +62.0% | -14.4% | +26.1% |
| 5Y | +67.9% | -12.4% | +80.4% | +64.9% |
| 10Y | +922.9% | +236.1% | +686.8% | +646.3% |
| All | +1,588.1% | +8,084.4% | -6,496.3% | +606.9% |
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