+63.3%
MSFT vs F
-13.9%
+77.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.0% | -2.2% |
| 7D | -6.2% | -2.1% | -4.1% | -5.8% |
| 30D | -3.7% | +3.3% | -7.0% | -4.4% |
| 3M | +3.6% | -11.3% | +14.9% | +6.0% |
| 6M | +26.8% | +5.3% | +21.5% | +23.7% |
| YTD | +8.4% | -2.2% | +10.7% | +7.1% |
| 1Y | +3.3% | -3.5% | +6.8% | +2.2% |
| 3Y | +44.3% | +49.5% | -5.3% | +21.5% |
| 5Y | +63.3% | -13.5% | +76.9% | +48.0% |
| All | +63.3% | -13.9% | +77.3% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling