+2,019.3%
MSFT vs EWT
+594.1%
+1,425.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.9% |
| 7D | -2.7% | +4.0% | -6.7% | -4.5% |
| 30D | +2.7% | +10.3% | -7.6% | -2.2% |
| 3M | +17.0% | +6.1% | +10.9% | +12.2% |
| 6M | +23.8% | +56.6% | -32.8% | -2.9% |
| YTD | +4.0% | +76.6% | -72.6% | -23.3% |
| 1Y | -0.8% | +97.9% | -98.7% | -31.1% |
| 3Y | +55.6% | +198.0% | -142.4% | -13.0% |
| 5Y | +72.9% | +151.8% | -78.9% | +5.3% |
| 10Y | +875.8% | +514.1% | +361.7% | +294.0% |
| All | +2,019.3% | +594.1% | +1,425.2% | +469.0% |
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 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