+922.9%
MSFT vs FDS
+127.5%
+795.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | +2.3% | -2.0% | +4.3% | +3.3% |
| 30D | -0.4% | +13.5% | -13.9% | -6.3% |
| 3M | +5.6% | +15.2% | -9.6% | -2.1% |
| 6M | +29.0% | +47.0% | -18.1% | +4.5% |
| YTD | +10.9% | +13.9% | -2.9% | +0.6% |
| 1Y | +6.2% | +25.2% | -18.9% | -8.8% |
| 3Y | +47.6% | -25.3% | +73.0% | +61.1% |
| 5Y | +67.9% | -23.3% | +91.2% | +77.7% |
| 10Y | +922.9% | +126.0% | +796.9% | +518.6% |
| All | +922.9% | +127.5% | +795.4% | +518.6% |
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