+3.2%
MSFT vs FITB
+29.2%
-26.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.4% |
| 7D | -2.4% | +0.8% | -3.3% | -2.4% |
| 30D | -3.8% | +7.3% | -11.1% | -3.8% |
| 3M | +6.4% | -6.3% | +12.7% | +6.2% |
| 6M | +28.8% | +12.6% | +16.2% | +29.5% |
| YTD | +8.8% | +18.0% | -9.2% | +11.4% |
| 1Y | +3.2% | +28.9% | -25.7% | +8.1% |
| All | +3.2% | +29.2% | -26.1% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling