+96.5%
MSFT vs FGI
-70.0%
+166.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.7% |
| 7D | +7.5% | -1.4% | +8.9% | +7.5% |
| 30D | +1.9% | -3.2% | +5.1% | +1.9% |
| 3M | +9.2% | +64.1% | -54.9% | +7.9% |
| 6M | +31.9% | +17.2% | +14.7% | +30.6% |
| YTD | +13.4% | +31.6% | -18.1% | +11.5% |
| 1Y | +10.6% | +45.1% | -34.4% | +8.3% |
| 3Y | +54.7% | -2.0% | +56.7% | +51.5% |
| All | +96.5% | -70.0% | +166.5% | +95.6% |
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