-0.5%
MSFT vs FITB
+23.4%
-23.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | -1.0% | -0.4% | -0.7% | -1.0% |
| 30D | -2.7% | -5.1% | +2.5% | -2.7% |
| 3M | +22.1% | +3.5% | +18.6% | +22.4% |
| 6M | +20.6% | +17.2% | +3.4% | +20.0% |
| YTD | +2.3% | +17.6% | -15.3% | +2.8% |
| 1Y | -0.5% | +23.4% | -23.9% | +0.6% |
| All | -0.5% | +23.4% | -23.9% | +0.6% |
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