+3.2%
MSFT vs FIG
-77.2%
+80.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.4% | +2.4% |
| 7D | +7.5% | -12.6% | +20.1% | +9.0% |
| 30D | +1.9% | -13.8% | +15.7% | +3.3% |
| 3M | +9.2% | -16.7% | +25.9% | +10.8% |
| 6M | +31.9% | -6.1% | +38.0% | +30.5% |
| YTD | +13.4% | -48.1% | +61.5% | +14.1% |
| 1Y | +10.6% | -56.2% | +66.8% | +11.2% |
| All | +3.2% | -77.2% | +80.4% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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