+872.1%
MSFT vs EWT
+512.3%
+359.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.8% |
| 7D | -3.5% | -1.1% | -2.4% | -2.9% |
| 30D | -2.1% | +4.8% | -6.9% | -5.2% |
| 3M | +24.2% | +11.1% | +13.0% | +13.6% |
| 6M | +21.9% | +54.6% | -32.8% | -13.0% |
| YTD | +2.5% | +71.4% | -69.0% | -32.5% |
| 1Y | -0.8% | +82.1% | -82.9% | -37.8% |
| 3Y | +50.8% | +193.2% | -142.5% | -37.2% |
| 5Y | +73.5% | +146.1% | -72.6% | -17.0% |
| All | +872.1% | +512.3% | +359.7% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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