+52.3%
MSFT vs FFIV
+102.2%
-49.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +1.7% | -8.1% | +9.8% | +3.8% |
| 30D | +0.2% | -33.4% | +33.5% | +9.5% |
| 3M | +6.4% | -24.7% | +31.1% | +12.3% |
| 6M | +28.7% | -8.8% | +37.5% | +27.9% |
| YTD | +10.4% | +21.8% | -11.4% | +0.2% |
| 1Y | +7.6% | +25.3% | -17.7% | -3.3% |
| 3Y | +52.3% | +101.2% | -48.8% | +23.3% |
| All | +52.3% | +102.2% | -49.9% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling