+545.7%
MS vs FOXA
+90.3%
+455.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | +2.5% | -0.6% | +3.1% | +2.7% |
| 30D | 0.0% | +2.3% | -2.4% | -1.4% |
| 3M | +2.4% | -2.8% | +5.3% | +1.7% |
| 6M | +36.4% | +9.6% | +26.8% | +26.5% |
| YTD | +23.8% | -9.9% | +33.7% | +26.5% |
| 1Y | +48.6% | +5.4% | +43.2% | +39.1% |
| 3Y | +179.1% | +115.3% | +63.9% | +78.0% |
| 5Y | +144.8% | +93.1% | +51.8% | +60.9% |
| All | +545.7% | +90.3% | +455.4% | +269.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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