+545.7%
MS vs FDX
+154.2%
+391.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +0.8% | +0.5% | +0.3% | +0.7% |
| 30D | -0.7% | +9.5% | -10.2% | -4.8% |
| 3M | -12.4% | -1.3% | -11.0% | -12.0% |
| 6M | -1.7% | +5.5% | -7.3% | -4.9% |
| YTD | +8.0% | +38.9% | -30.8% | -9.1% |
| 1Y | +16.2% | +58.8% | -42.6% | -8.5% |
| 3Y | +171.3% | +71.1% | +100.2% | +96.6% |
| 5Y | +124.8% | +76.3% | +48.5% | +53.2% |
| All | +545.7% | +154.2% | +391.5% | +190.6% |
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