+53.8%
MSFT vs FIX
+420.3%
-366.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -11.6% | +8.0% | -2.4% |
| 7D | +1.1% | -27.2% | +28.3% | +4.1% |
| 30D | +1.3% | -46.9% | +48.2% | +7.7% |
| 3M | +10.2% | -44.4% | +54.6% | +16.3% |
| 6M | +30.8% | -50.9% | +81.7% | +38.8% |
| YTD | +11.5% | +3.5% | +8.0% | +4.4% |
| 1Y | +6.5% | -2.1% | +8.7% | +0.4% |
| All | +53.8% | +420.3% | -366.4% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling