+11,543.1%
MSFT vs FDS
+10,327.4%
+1,215.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | +0.3% |
| 7D | +1.7% | -0.5% | +2.2% | +1.7% |
| 30D | +0.2% | +20.2% | -20.0% | -6.3% |
| 3M | +6.4% | +19.9% | -13.5% | -0.9% |
| 6M | +28.7% | +56.2% | -27.5% | +8.1% |
| YTD | +10.4% | +14.6% | -4.1% | +2.3% |
| 1Y | +7.6% | +31.6% | -24.0% | -5.4% |
| 3Y | +52.3% | -23.8% | +76.1% | +59.0% |
| 5Y | +64.5% | -22.6% | +87.1% | +70.1% |
| 10Y | +917.8% | +139.3% | +778.5% | +621.9% |
| All | +11,543.1% | +10,327.4% | +1,215.7% | +3,262.0% |
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