+876.0%
MSFT vs FIVE
+477.5%
+398.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.1% | -7.1% | -3.1% |
| 7D | -2.7% | +4.3% | -7.0% | -3.6% |
| 30D | +2.7% | +12.5% | -9.8% | 0.0% |
| 3M | +17.0% | +31.2% | -14.3% | +10.2% |
| 6M | +23.8% | +14.4% | +9.5% | +19.2% |
| YTD | +4.0% | +33.9% | -29.9% | -3.4% |
| 1Y | -0.8% | +65.1% | -65.9% | -12.3% |
| 3Y | +55.6% | +49.0% | +6.6% | +33.1% |
| 5Y | +72.9% | +30.3% | +42.6% | +47.5% |
| All | +876.0% | +477.5% | +398.5% | +554.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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