+889.0%
MSFT vs FIX
+3,608.1%
-2,719.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.4% | -6.4% | -2.1% |
| 7D | +1.7% | -17.5% | +19.1% | +5.0% |
| 30D | +0.2% | -41.6% | +41.7% | +10.7% |
| 3M | +6.4% | -40.6% | +46.9% | +16.4% |
| 6M | +28.7% | -49.4% | +78.1% | +43.9% |
| YTD | +10.4% | +9.2% | +1.2% | +1.2% |
| 1Y | +7.6% | +6.5% | +1.2% | -1.2% |
| 3Y | +52.3% | +448.7% | -396.4% | -16.2% |
| 5Y | +64.5% | +948.7% | -884.2% | -26.8% |
| All | +889.0% | +3,608.1% | -2,719.1% | +211.1% |
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