+141,733.1%
MSFT vs F
+529.3%
+141,203.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | +1.7% | +1.6% | +0.1% | +1.3% |
| 30D | +0.2% | +2.6% | -2.5% | -0.6% |
| 3M | +6.4% | -8.8% | +15.2% | +8.5% |
| 6M | +28.7% | +4.6% | +24.1% | +25.5% |
| YTD | +10.4% | -1.9% | +12.3% | +8.9% |
| 1Y | +7.6% | -0.8% | +8.4% | +5.7% |
| 3Y | +52.3% | +43.5% | +8.8% | +31.7% |
| 5Y | +64.5% | -12.1% | +76.6% | +56.4% |
| 10Y | +917.8% | +83.6% | +834.2% | +644.9% |
| All | +141,733.1% | +529.3% | +141,203.8% | +52,290.3% |
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