+868.6%
MSFT vs FDS
+77.6%
+791.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | +0.8% |
| 7D | -1.4% | -5.4% | +4.0% | +1.0% |
| 30D | -1.0% | +1.6% | -2.6% | -1.9% |
| 3M | +20.2% | +17.7% | +2.5% | +9.7% |
| 6M | +21.3% | +29.1% | -7.8% | +4.8% |
| YTD | +2.8% | +1.0% | +1.8% | -0.7% |
| 1Y | 0.0% | -21.6% | +21.6% | +8.3% |
| 3Y | +51.2% | -30.1% | +81.3% | +70.1% |
| 5Y | +71.4% | -20.7% | +92.2% | +76.8% |
| 10Y | +868.6% | +78.3% | +790.3% | +551.8% |
| All | +868.6% | +77.6% | +791.0% | +551.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling