+913.4%
MSFT vs F
+64.3%
+849.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.2% | +1.0% |
| 7D | -2.4% | -3.9% | +1.5% | -1.6% |
| 30D | -3.8% | -0.5% | -3.3% | -3.7% |
| 3M | +6.4% | -12.9% | +19.3% | +9.4% |
| 6M | +28.8% | +1.5% | +27.2% | +26.6% |
| YTD | +8.8% | -5.0% | +13.8% | +8.2% |
| 1Y | +3.2% | -7.3% | +10.5% | +3.1% |
| 3Y | +44.8% | +45.3% | -0.5% | +24.9% |
| 5Y | +61.8% | -15.8% | +77.6% | +54.5% |
| All | +913.4% | +64.3% | +849.1% | +616.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling