+9.0%
MSFT vs FIX
+14.3%
-5.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -15.1% | +21.8% | +6.4% |
| 7D | +4.7% | -18.9% | +23.6% | +4.4% |
| 30D | +5.8% | -36.3% | +42.1% | +5.2% |
| 3M | +13.0% | -38.5% | +51.5% | +12.4% |
| 6M | +34.9% | -42.3% | +77.2% | +31.9% |
| YTD | +15.7% | +17.1% | -1.4% | +9.8% |
| 1Y | +9.0% | +14.4% | -5.4% | +3.0% |
| All | +9.0% | +14.3% | -5.3% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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