+3.2%
MSFT vs FIVE
+63.0%
-59.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.5% |
| 7D | -2.4% | +2.4% | -4.9% | -2.7% |
| 30D | -3.8% | +15.8% | -19.6% | -5.0% |
| 3M | +6.4% | +3.8% | +2.6% | +5.9% |
| 6M | +28.8% | +18.5% | +10.2% | +26.3% |
| YTD | +8.8% | +31.2% | -22.4% | +7.2% |
| 1Y | +3.2% | +61.8% | -58.7% | -0.5% |
| All | +3.2% | +63.0% | -59.9% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling