+46.2%
MSFT vs FFIV
+95.4%
-49.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.8% | +0.8% |
| 7D | -1.3% | -0.5% | -0.7% | -1.2% |
| 30D | -1.8% | -32.4% | +30.6% | +6.8% |
| 3M | +5.6% | -25.7% | +31.3% | +11.9% |
| 6M | +29.8% | -13.5% | +43.3% | +31.0% |
| YTD | +9.0% | +21.1% | -12.1% | -0.9% |
| 1Y | +4.9% | +29.4% | -24.5% | -6.6% |
| 3Y | +46.2% | +94.9% | -48.7% | +21.2% |
| All | +46.2% | +95.4% | -49.2% | +21.2% |
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