+10,864.9%
MSFT vs FDS
+9,502.8%
+1,362.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -0.8% |
| 7D | -2.7% | -1.9% | -0.8% | -2.1% |
| 30D | +2.7% | +9.0% | -6.3% | -0.4% |
| 3M | +17.0% | +18.9% | -1.9% | +9.1% |
| 6M | +23.8% | +35.1% | -11.3% | +9.8% |
| YTD | +4.0% | +5.5% | -1.5% | -0.2% |
| 1Y | -0.8% | -16.8% | +16.0% | +2.2% |
| 3Y | +55.6% | -28.1% | +83.7% | +66.8% |
| 5Y | +72.9% | -17.4% | +90.3% | +76.1% |
| 10Y | +875.8% | +85.4% | +790.4% | +655.4% |
| All | +10,864.9% | +9,502.8% | +1,362.0% | +3,181.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling