+174.8%
MS vs FDX
+70.4%
+104.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.5% | -0.4% | +1.9% |
| 7D | +0.7% | +0.2% | +0.6% | +0.8% |
| 30D | -0.9% | +9.3% | -10.2% | -3.8% |
| 3M | -13.0% | +0.5% | -13.5% | -13.2% |
| 6M | -2.0% | +5.3% | -7.3% | -4.1% |
| YTD | +7.8% | +38.6% | -30.8% | -4.7% |
| 1Y | +17.9% | +53.5% | -35.7% | +0.4% |
| 3Y | +174.8% | +74.2% | +100.6% | +94.4% |
| All | +174.8% | +70.4% | +104.4% | +94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling