+1,969.4%
MSFT vs FFIV
+7,518.9%
-5,549.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -2.7% | -1.0% | -1.7% | -2.5% |
| 30D | +2.7% | -5.1% | +7.8% | +3.5% |
| 3M | +17.0% | -4.5% | +21.4% | +17.6% |
| 6M | +23.8% | +36.5% | -12.6% | +16.7% |
| YTD | +4.0% | +53.0% | -49.0% | -4.1% |
| 1Y | -0.8% | +24.2% | -25.0% | -5.5% |
| 3Y | +55.6% | +137.2% | -81.6% | +31.8% |
| 5Y | +72.9% | +91.8% | -18.9% | +51.8% |
| 10Y | +875.8% | +215.2% | +660.6% | +683.5% |
| All | +1,969.4% | +7,518.9% | -5,549.6% | +734.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling