+885.0%
MSFT vs FDX
+173.3%
+711.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | -1.0% | -2.3% | +1.3% | -0.3% |
| 30D | -2.7% | -4.9% | +2.2% | -1.2% |
| 3M | +22.1% | -6.5% | +28.6% | +24.1% |
| 6M | +20.6% | +6.7% | +13.9% | +16.8% |
| YTD | +2.3% | +33.9% | -31.6% | -8.5% |
| 1Y | -0.5% | +72.2% | -72.7% | -18.5% |
| 3Y | +50.5% | +60.2% | -9.7% | +21.1% |
| 5Y | +72.3% | +62.9% | +9.4% | +33.2% |
| 10Y | +885.0% | +178.8% | +706.2% | +467.1% |
| All | +885.0% | +173.3% | +711.7% | +467.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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