+73.5%
MSFT vs FE
+45.0%
+28.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.5% | -1.9% |
| 7D | -2.7% | +1.9% | -4.6% | -3.0% |
| 30D | +2.7% | -1.2% | +3.9% | +2.9% |
| 3M | +17.0% | +3.5% | +13.5% | +16.0% |
| 6M | +23.8% | -6.1% | +29.9% | +25.2% |
| YTD | +4.0% | +7.6% | -3.6% | +1.8% |
| 1Y | -0.8% | +11.9% | -12.7% | -3.8% |
| 3Y | +55.6% | +48.4% | +7.2% | +36.0% |
| All | +73.5% | +45.0% | +28.5% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling