+808.5%
MS vs FDX
+180.6%
+627.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.5% |
| 7D | +1.4% | -2.5% | +3.9% | +2.6% |
| 30D | -0.3% | +3.8% | -4.0% | -2.1% |
| 3M | +0.3% | -1.3% | +1.6% | +0.5% |
| 6M | +31.3% | +5.0% | +26.3% | +27.0% |
| YTD | +24.7% | +39.6% | -15.0% | +4.8% |
| 1Y | +47.9% | +81.1% | -33.2% | +9.2% |
| 3Y | +178.3% | +63.0% | +115.3% | +106.8% |
| 5Y | +144.9% | +65.6% | +79.3% | +72.6% |
| All | +808.5% | +180.6% | +627.9% | +317.9% |
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