+62.4%
MSFT vs EWT
+118.2%
-55.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -1.3% | +9.1% | -10.4% | -5.6% |
| 30D | -1.8% | -12.2% | +10.4% | +3.9% |
| 3M | +5.6% | -9.4% | +15.0% | +9.7% |
| 6M | +29.8% | +2.7% | +27.2% | +23.0% |
| YTD | +9.0% | +53.3% | -44.3% | -20.3% |
| 1Y | +4.9% | +59.2% | -54.2% | -25.3% |
| 3Y | +46.2% | +157.1% | -110.9% | -30.7% |
| All | +62.4% | +118.2% | -55.8% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling