+92.2%
MSFT vs FGI
-70.0%
+162.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +2.3% | -4.1% | +6.4% | +2.4% |
| 30D | -0.4% | -3.4% | +3.0% | -0.3% |
| 3M | +5.6% | +61.8% | -56.2% | +4.3% |
| 6M | +29.0% | +17.0% | +11.9% | +27.7% |
| YTD | +10.9% | +31.4% | -20.5% | +9.1% |
| 1Y | +6.2% | +42.7% | -36.4% | +4.1% |
| 3Y | +47.6% | -0.1% | +47.7% | +44.4% |
| All | +92.2% | -70.0% | +162.3% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling