+6,288.2%
MS vs FDX
+3,490.5%
+2,797.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.6% |
| 7D | +1.4% | -2.5% | +3.9% | +2.9% |
| 30D | -0.3% | +3.8% | -4.0% | -2.6% |
| 3M | +0.3% | -1.3% | +1.6% | +0.5% |
| 6M | +31.3% | +5.0% | +26.3% | +25.7% |
| YTD | +24.7% | +39.6% | -15.0% | +0.4% |
| 1Y | +47.9% | +81.1% | -33.2% | +1.5% |
| 3Y | +178.3% | +63.0% | +115.3% | +91.8% |
| 5Y | +144.9% | +65.6% | +79.3% | +56.4% |
| 10Y | +804.5% | +183.4% | +621.2% | +273.7% |
| All | +6,288.2% | +3,490.5% | +2,797.7% | +989.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling