+920.4%
MSFT vs FIX
+4,032.2%
-3,111.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.4% | -6.7% | +0.8% |
| 7D | +7.5% | -7.2% | +14.7% | +8.3% |
| 30D | +1.9% | -35.1% | +37.0% | +10.2% |
| 3M | +9.2% | -34.3% | +43.5% | +17.1% |
| 6M | +31.9% | -42.9% | +74.8% | +43.8% |
| YTD | +13.4% | +19.5% | -6.0% | +2.1% |
| 1Y | +10.6% | +16.8% | -6.1% | -0.4% |
| 3Y | +54.7% | +506.7% | -452.0% | -16.9% |
| 5Y | +69.1% | +1,046.7% | -977.6% | -26.4% |
| 10Y | +920.4% | +3,800.0% | -2,879.6% | +211.2% |
| All | +920.4% | +4,032.2% | -3,111.8% | +211.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling