+4,958.7%
MSFT vs FE
+561.4%
+4,397.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.5% | -1.9% |
| 7D | -2.7% | +1.9% | -4.6% | -3.3% |
| 30D | +2.7% | -1.2% | +3.9% | +3.0% |
| 3M | +17.0% | +3.5% | +13.5% | +15.4% |
| 6M | +23.8% | -6.1% | +29.9% | +25.9% |
| YTD | +4.0% | +7.6% | -3.6% | +0.9% |
| 1Y | -0.8% | +11.9% | -12.7% | -5.1% |
| 3Y | +55.6% | +48.4% | +7.2% | +32.8% |
| 5Y | +72.9% | +44.8% | +28.1% | +47.7% |
| 10Y | +875.8% | +115.9% | +759.9% | +601.0% |
| All | +4,958.7% | +561.4% | +4,397.2% | +2,663.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling