-0.5%
MSFT vs FIG
-58.0%
+57.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | 0.0% |
| 7D | -1.0% | -14.5% | +13.4% | +1.3% |
| 30D | -2.7% | -13.3% | +10.6% | -0.9% |
| 3M | +22.1% | +7.4% | +14.7% | +17.8% |
| 6M | +20.6% | -27.8% | +48.4% | +21.9% |
| YTD | +2.3% | -41.1% | +43.4% | +3.2% |
| 1Y | -0.5% | -58.7% | +58.2% | +2.6% |
| All | -0.5% | -58.0% | +57.5% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling