+73.5%
MSFT vs FFIV
+91.3%
-17.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -2.7% | -1.0% | -1.7% | -2.4% |
| 30D | +2.7% | -5.1% | +7.8% | +4.6% |
| 3M | +17.0% | -4.5% | +21.4% | +18.3% |
| 6M | +23.8% | +36.5% | -12.6% | +6.4% |
| YTD | +4.0% | +53.0% | -49.0% | -15.5% |
| 1Y | -0.8% | +24.2% | -25.0% | -12.4% |
| 3Y | +55.6% | +137.2% | -81.6% | -5.3% |
| All | +73.5% | +91.3% | -17.8% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling