+922.9%
MSFT vs FIX
+3,723.8%
-2,801.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | +2.3% | -13.9% | +16.3% | +4.8% |
| 30D | -0.4% | -35.5% | +35.2% | +8.0% |
| 3M | +5.6% | -33.9% | +39.5% | +13.1% |
| 6M | +29.0% | -43.3% | +72.3% | +40.8% |
| YTD | +10.9% | +18.7% | -7.7% | -0.1% |
| 1Y | +6.2% | +13.8% | -7.5% | -3.8% |
| 3Y | +47.6% | +495.0% | -447.3% | -20.5% |
| 5Y | +67.9% | +1,049.0% | -981.1% | -27.2% |
| 10Y | +922.9% | +3,644.4% | -2,721.5% | +207.6% |
| All | +922.9% | +3,723.8% | -2,801.0% | +207.6% |
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