+119.9%
MS vs FOXA
+77.4%
+42.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +2.6% |
| 7D | +0.7% | +7.9% | -7.1% | -1.9% |
| 30D | -0.9% | +8.5% | -9.4% | -3.9% |
| 3M | -13.0% | +6.2% | -19.2% | -15.3% |
| 6M | -2.0% | +8.0% | -10.0% | -7.1% |
| YTD | +7.8% | -6.5% | +14.3% | +9.1% |
| 1Y | +17.9% | +3.6% | +14.3% | +13.3% |
| 3Y | +174.8% | +136.0% | +38.8% | +72.6% |
| 5Y | +119.9% | +77.7% | +42.1% | +55.2% |
| All | +119.9% | +77.4% | +42.4% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling