+133,470.8%
MSFT vs FITB
+2,855.6%
+130,615.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.6% |
| 3M | +17.0% | +6.7% | +10.3% | +15.3% |
| 6M | +23.8% | +12.6% | +11.3% | +20.6% |
| YTD | +4.0% | +19.1% | -15.1% | -0.1% |
| 1Y | -0.8% | +22.6% | -23.5% | -5.4% |
| 3Y | +55.6% | +127.1% | -71.5% | +29.7% |
| 5Y | +72.9% | +71.8% | +1.1% | +50.0% |
| 10Y | +875.8% | +287.2% | +588.6% | +586.6% |
| All | +133,470.8% | +2,855.6% | +130,615.2% | +43,013.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling