+143,155.1%
MSFT vs F
+533.8%
+142,621.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.3% |
| 7D | +1.1% | +1.4% | -0.3% | +0.7% |
| 30D | +1.3% | +2.0% | -0.8% | +0.6% |
| 3M | +10.2% | -10.4% | +20.5% | +12.8% |
| 6M | +30.8% | +9.7% | +21.1% | +26.0% |
| YTD | +11.5% | -1.2% | +12.7% | +9.8% |
| 1Y | +6.5% | 0.0% | +6.5% | +4.4% |
| 3Y | +55.5% | +41.1% | +14.4% | +35.0% |
| 5Y | +66.2% | -11.4% | +77.6% | +57.6% |
| 10Y | +928.0% | +85.0% | +843.1% | +651.0% |
| All | +143,155.1% | +533.8% | +142,621.3% | +52,720.1% |
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