+889.0%
MSFT vs FE
+107.4%
+781.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | +0.2% | +5.2% | -5.0% | -1.5% |
| 3M | +6.4% | 0.0% | +6.4% | +6.2% |
| 6M | +28.7% | +5.0% | +23.7% | +26.2% |
| YTD | +10.4% | +7.9% | +2.5% | +7.0% |
| 1Y | +7.6% | +6.3% | +1.3% | +4.7% |
| 3Y | +52.3% | +46.0% | +6.3% | +30.4% |
| 5Y | +64.5% | +45.6% | +18.9% | +39.5% |
| All | +889.0% | +107.4% | +781.6% | +694.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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