+87.9%
MSFT vs FGI
-68.3%
+156.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.9% | -8.1% | -2.3% |
| 7D | -6.2% | +6.9% | -13.1% | -6.3% |
| 30D | -3.7% | +3.9% | -7.6% | -3.8% |
| 3M | +3.6% | +74.3% | -70.7% | +2.3% |
| 6M | +26.8% | +28.9% | -2.1% | +25.4% |
| YTD | +8.4% | +39.1% | -30.7% | +6.5% |
| 1Y | +3.3% | +49.3% | -46.1% | +1.1% |
| 3Y | +44.3% | +5.7% | +38.5% | +41.0% |
| All | +87.9% | -68.3% | +156.2% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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