+133,470.8%
MSFT vs FDX
+4,233.7%
+129,237.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.5% | -1.9% |
| 7D | -2.7% | -2.5% | -0.2% | -1.9% |
| 30D | +2.7% | +3.8% | -1.1% | +1.4% |
| 3M | +17.0% | -1.3% | +18.3% | +16.9% |
| 6M | +23.8% | +5.0% | +18.8% | +20.5% |
| YTD | +4.0% | +39.6% | -35.7% | -8.3% |
| 1Y | -0.8% | +81.1% | -81.9% | -20.1% |
| 3Y | +55.6% | +63.0% | -7.4% | +25.2% |
| 5Y | +72.9% | +65.6% | +7.3% | +34.4% |
| 10Y | +875.8% | +183.4% | +692.4% | +495.5% |
| All | +133,470.8% | +4,233.7% | +129,237.1% | +29,466.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling