+51.2%
MSFT vs EWT
+199.6%
-148.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | -1.4% | +1.6% | -3.1% | -2.0% |
| 30D | -1.0% | +8.2% | -9.2% | -3.9% |
| 3M | +20.2% | +11.1% | +9.1% | +14.0% |
| 6M | +21.3% | +60.4% | -39.2% | -3.2% |
| YTD | +2.8% | +75.6% | -72.8% | -21.6% |
| 1Y | 0.0% | +91.3% | -91.4% | -27.0% |
| 3Y | +51.2% | +200.3% | -149.1% | -14.9% |
| All | +51.2% | +199.6% | -148.4% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling