+5,285.6%
MS vs FDX
+3,440.6%
+1,845.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.8% | -2.1% | -3.7% |
| 7D | -3.4% | +2.9% | -6.3% | -5.0% |
| 30D | -3.9% | +9.6% | -13.5% | -9.0% |
| 3M | -15.9% | +2.4% | -18.3% | -17.4% |
| 6M | -2.5% | +9.2% | -11.7% | -8.3% |
| YTD | +5.1% | +37.7% | -32.6% | -14.8% |
| 1Y | +13.0% | +56.1% | -43.2% | -15.3% |
| 3Y | +160.7% | +68.9% | +91.7% | +76.1% |
| 5Y | +114.0% | +79.0% | +35.1% | +30.6% |
| 10Y | +637.5% | +163.9% | +473.6% | +218.9% |
| All | +5,285.6% | +3,440.6% | +1,845.0% | +824.4% |
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 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