+556.2%
MS vs FDX
+156.7%
+399.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.2% |
| 7D | -1.7% | -2.1% | +0.3% | -0.7% |
| 30D | +0.9% | +10.4% | -9.5% | -3.7% |
| 3M | -10.8% | +0.5% | -11.3% | -11.2% |
| 6M | +0.9% | +6.5% | -5.6% | -2.7% |
| YTD | +9.8% | +40.2% | -30.4% | -8.0% |
| 1Y | +17.1% | +52.1% | -35.0% | -5.7% |
| 3Y | +175.7% | +72.8% | +102.9% | +98.9% |
| 5Y | +125.9% | +76.3% | +49.6% | +54.1% |
| 10Y | +556.2% | +155.7% | +400.4% | +194.0% |
| All | +556.2% | +156.7% | +399.5% | +194.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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