+80.2%
MSFT vs FGI
-70.4%
+150.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.5% | -9.6% | -2.1% |
| 7D | -2.7% | +0.5% | -3.2% | -2.7% |
| 30D | +2.7% | +65.4% | -62.7% | +1.5% |
| 3M | +17.0% | +23.5% | -6.5% | +15.9% |
| 6M | +23.8% | +60.5% | -36.7% | +21.4% |
| YTD | +4.0% | +30.0% | -26.0% | +2.3% |
| 1Y | -0.8% | +82.1% | -82.9% | -3.7% |
| 3Y | +55.6% | -4.4% | +60.0% | +52.5% |
| All | +80.2% | -70.4% | +150.5% | +79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling