+913.4%
MSFT vs FITB
+208.7%
+704.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | -2.4% | +0.8% | -3.3% | -2.6% |
| 30D | -3.8% | +7.3% | -11.1% | -5.5% |
| 3M | +6.4% | -6.3% | +12.7% | +8.0% |
| 6M | +28.8% | +12.6% | +16.2% | +24.5% |
| YTD | +8.8% | +18.0% | -9.2% | +3.5% |
| 1Y | +3.2% | +28.9% | -25.7% | -4.3% |
| 3Y | +44.8% | +139.4% | -94.6% | +11.7% |
| 5Y | +61.8% | +47.2% | +14.6% | +39.7% |
| All | +913.4% | +208.7% | +704.7% | +585.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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