+114.0%
MS vs FDX
+76.2%
+37.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.8% | -2.1% | -4.6% |
| 7D | -3.4% | +2.9% | -6.3% | -4.3% |
| 30D | -3.9% | +9.6% | -13.5% | -7.0% |
| 3M | -15.9% | +2.4% | -18.3% | -16.8% |
| 6M | -2.5% | +9.2% | -11.7% | -6.0% |
| YTD | +5.1% | +37.7% | -32.6% | -7.4% |
| 1Y | +13.0% | +56.1% | -43.2% | -5.1% |
| 3Y | +160.7% | +68.9% | +91.7% | +105.4% |
| 5Y | +114.0% | +79.0% | +35.1% | +61.9% |
| All | +114.0% | +76.2% | +37.8% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling