-0.8%
MSFT vs F
+31.3%
-32.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.0% |
| 7D | -2.7% | +5.3% | -8.0% | -2.7% |
| 30D | +2.7% | +4.6% | -1.9% | +2.7% |
| 3M | +17.0% | -3.7% | +20.6% | +17.1% |
| 6M | +23.8% | +16.8% | +7.0% | +23.1% |
| YTD | +4.0% | +15.3% | -11.3% | +3.4% |
| 1Y | -0.8% | +31.0% | -31.8% | -1.6% |
| All | -0.8% | +31.3% | -32.2% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 1y: compounded portfolio wealth divided by compounded F 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…
1y analysis · Full analysis span regression · 6 months rolling