+909.8%
MSFT vs FFIV
+126.3%
+783.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.1% | -2.6% |
| 7D | -6.2% | -2.9% | -3.3% | -5.1% |
| 30D | -3.7% | -32.4% | +28.7% | +11.5% |
| 3M | +3.6% | -22.7% | +26.3% | +12.7% |
| 6M | +26.8% | -10.7% | +37.5% | +28.4% |
| YTD | +8.4% | +25.4% | -16.9% | -6.7% |
| 1Y | +3.3% | +34.2% | -30.9% | -14.0% |
| 3Y | +44.3% | +101.2% | -56.9% | -5.4% |
| 5Y | +63.3% | +42.0% | +21.4% | +23.6% |
| All | +909.8% | +126.3% | +783.5% | +477.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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