+55.0%
MSFT vs FDX
+65.3%
-10.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.5% | -2.0% |
| 7D | -2.7% | -2.5% | -0.2% | -2.4% |
| 30D | +2.7% | +3.8% | -1.1% | +2.3% |
| 3M | +17.0% | -1.3% | +18.3% | +17.0% |
| 6M | +23.8% | +5.0% | +18.8% | +22.6% |
| YTD | +4.0% | +39.6% | -35.7% | -1.5% |
| 1Y | -0.8% | +81.1% | -81.9% | -10.3% |
| All | +55.0% | +65.3% | -10.3% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling