+133,470.8%
MSFT vs F
+639.5%
+132,831.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.4% |
| 7D | -2.7% | +5.3% | -8.0% | -4.0% |
| 30D | +2.7% | +4.6% | -1.9% | +1.4% |
| 3M | +17.0% | -3.7% | +20.6% | +17.5% |
| 6M | +23.8% | +16.8% | +7.0% | +17.5% |
| YTD | +4.0% | +15.3% | -11.3% | -1.3% |
| 1Y | -0.8% | +31.0% | -31.8% | -9.4% |
| 3Y | +55.6% | +45.4% | +10.2% | +34.0% |
| 5Y | +72.9% | +54.7% | +18.2% | +41.9% |
| 10Y | +875.8% | +98.2% | +777.6% | +602.4% |
| All | +133,470.8% | +639.5% | +132,831.3% | +47,380.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling