+52.3%
MSFT vs F
+40.1%
+12.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | +1.7% | +1.6% | +0.1% | +1.5% |
| 30D | +0.2% | +2.6% | -2.5% | -0.1% |
| 3M | +6.4% | -8.8% | +15.2% | +7.2% |
| 6M | +28.7% | +4.6% | +24.1% | +27.2% |
| YTD | +10.4% | -1.9% | +12.3% | +9.7% |
| 1Y | +7.6% | -0.8% | +8.4% | +6.7% |
| 3Y | +52.3% | +43.5% | +8.8% | +45.2% |
| All | +52.3% | +40.1% | +12.2% | +45.2% |
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