+48.8%
MSFT vs F
+50.3%
-1.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | +2.3% | +1.0% | +1.4% | +2.3% |
| 30D | -0.4% | +2.1% | -2.5% | -0.6% |
| 3M | +5.6% | -10.3% | +15.8% | +6.6% |
| 6M | +29.0% | +3.3% | +25.7% | +27.7% |
| YTD | +10.9% | -2.0% | +12.9% | +10.2% |
| 1Y | +6.2% | -2.3% | +8.5% | +5.5% |
| All | +48.8% | +50.3% | -1.5% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling