+922.9%
MSFT vs FE
+110.9%
+812.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +2.3% | -0.5% | +2.9% | +2.5% |
| 30D | -0.4% | +4.3% | -4.7% | -1.8% |
| 3M | +5.6% | +0.4% | +5.2% | +5.3% |
| 6M | +29.0% | +6.9% | +22.0% | +25.7% |
| YTD | +10.9% | +8.0% | +2.9% | +7.4% |
| 1Y | +6.2% | +4.8% | +1.4% | +3.9% |
| 3Y | +47.6% | +49.0% | -1.3% | +25.5% |
| 5Y | +67.9% | +46.2% | +21.7% | +42.3% |
| 10Y | +922.9% | +120.9% | +802.0% | +700.3% |
| All | +922.9% | +110.9% | +812.0% | +700.3% |
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