+2,118.1%
MSFT vs EWT
+501.7%
+1,616.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +1.8% |
| 7D | -2.4% | +13.2% | -15.7% | -8.4% |
| 30D | -3.8% | -14.3% | +10.5% | +2.8% |
| 3M | +6.4% | -8.4% | +14.8% | +9.7% |
| 6M | +28.8% | +3.7% | +25.1% | +23.0% |
| YTD | +8.8% | +53.1% | -44.2% | -14.9% |
| 1Y | +3.2% | +55.5% | -52.3% | -20.0% |
| 3Y | +44.8% | +155.6% | -110.9% | -13.7% |
| 5Y | +61.8% | +119.3% | -57.5% | +4.4% |
| 10Y | +897.9% | +446.2% | +451.8% | +322.8% |
| All | +2,118.1% | +501.7% | +1,616.4% | +531.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling