+122.9%
MS vs FOXA
+76.9%
+46.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -0.7% |
| 7D | +5.1% | +2.7% | +2.4% | +4.1% |
| 30D | +5.7% | +10.0% | -4.3% | +1.9% |
| 3M | -12.2% | +5.0% | -17.2% | -14.2% |
| 6M | -0.5% | +3.4% | -3.9% | -3.4% |
| YTD | +9.8% | -5.5% | +15.3% | +10.7% |
| 1Y | +17.7% | +5.5% | +12.2% | +12.3% |
| 3Y | +176.8% | +139.3% | +37.5% | +72.9% |
| All | +122.9% | +76.9% | +46.0% | +57.3% |
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