+3.3%
MSFT vs FIX
+21.5%
-18.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.0% | -7.3% | -2.2% |
| 7D | -6.2% | +6.4% | -12.7% | -6.2% |
| 30D | -3.7% | -29.1% | +25.4% | -4.2% |
| 3M | +3.6% | -31.1% | +34.8% | +3.0% |
| 6M | +26.8% | -42.8% | +69.6% | +24.0% |
| YTD | +8.4% | +24.6% | -16.2% | +3.1% |
| 1Y | +3.3% | +21.9% | -18.7% | -1.8% |
| All | +3.3% | +21.5% | -18.2% | -1.8% |
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