+550.1%
MS vs FOXA
+90.8%
+459.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.6% | +1.8% |
| 7D | +1.4% | -4.0% | +5.3% | +3.2% |
| 30D | -0.3% | +12.0% | -12.2% | -5.7% |
| 3M | +0.3% | +0.3% | 0.0% | -2.0% |
| 6M | +31.3% | +12.5% | +18.9% | +20.2% |
| YTD | +24.7% | -9.6% | +34.3% | +27.2% |
| 1Y | +47.9% | +8.6% | +39.3% | +36.2% |
| 3Y | +178.3% | +118.5% | +59.8% | +76.1% |
| 5Y | +144.9% | +88.8% | +56.1% | +63.0% |
| All | +550.1% | +90.8% | +459.2% | +271.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling