-6.5%
MSFT vs FIG
-73.2%
+66.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.7% | +4.5% | -0.5% |
| 7D | -1.4% | -16.4% | +14.9% | +0.5% |
| 30D | -1.0% | -2.3% | +1.3% | -1.0% |
| 3M | +20.2% | +7.8% | +12.4% | +17.4% |
| 6M | +21.3% | -21.8% | +43.1% | +20.6% |
| YTD | +2.8% | -39.1% | +41.9% | +1.9% |
| 1Y | 0.0% | -56.6% | +56.6% | -0.7% |
| All | -6.5% | -73.2% | +66.7% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling