+893.1%
MSFT vs FDX
+151.3%
+741.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.1% |
| 7D | +1.7% | -1.6% | +3.3% | +2.2% |
| 30D | +0.2% | +6.6% | -6.4% | -1.8% |
| 3M | +6.4% | -2.1% | +8.4% | +6.9% |
| 6M | +28.7% | +2.2% | +26.5% | +27.0% |
| YTD | +10.4% | +33.9% | -23.5% | -1.3% |
| 1Y | +7.6% | +50.2% | -42.6% | -7.6% |
| 3Y | +52.3% | +65.5% | -13.2% | +21.2% |
| 5Y | +64.5% | +74.1% | -9.6% | +24.3% |
| All | +893.1% | +151.3% | +741.8% | +529.2% |
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