+55.0%
MSFT vs FITB
+132.2%
-77.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.9% | -2.0% |
| 7D | -2.7% | +0.6% | -3.3% | -2.8% |
| 30D | +2.7% | -4.7% | +7.4% | +3.3% |
| 3M | +17.0% | +6.7% | +10.3% | +15.9% |
| 6M | +23.8% | +12.6% | +11.3% | +21.5% |
| YTD | +4.0% | +19.1% | -15.1% | +1.0% |
| 1Y | -0.8% | +22.6% | -23.5% | -4.2% |
| All | +55.0% | +132.2% | -77.2% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling