+88.9%
MSFT vs FGI
-74.8%
+163.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -25.2% | +25.3% | +0.4% |
| 7D | -1.3% | -14.4% | +13.1% | -1.2% |
| 30D | -1.8% | -11.8% | +9.9% | -1.8% |
| 3M | +5.6% | -46.2% | +51.9% | +6.2% |
| 6M | +29.8% | +5.2% | +24.6% | +28.6% |
| YTD | +9.0% | +10.5% | -1.5% | +7.3% |
| 1Y | +4.9% | +25.5% | -20.6% | +2.9% |
| 3Y | +46.2% | -16.0% | +62.2% | +43.2% |
| All | +88.9% | -74.8% | +163.7% | +88.2% |
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