+1,966.3%
MSFT vs FIVE
+868.1%
+1,098.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.1% | -7.1% | -2.9% |
| 7D | -2.7% | +4.3% | -7.0% | -3.5% |
| 30D | +2.7% | +12.5% | -9.8% | +0.3% |
| 3M | +17.0% | +31.2% | -14.3% | +11.1% |
| 6M | +23.8% | +14.4% | +9.5% | +19.8% |
| YTD | +4.0% | +33.9% | -29.9% | -2.4% |
| 1Y | -0.8% | +65.1% | -65.9% | -10.8% |
| 3Y | +55.6% | +49.0% | +6.6% | +35.6% |
| 5Y | +72.9% | +30.3% | +42.6% | +50.6% |
| 10Y | +875.8% | +481.1% | +394.7% | +562.9% |
| All | +1,966.3% | +868.1% | +1,098.2% | +1,220.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling