+53.3%
MSFT vs FIX
+782.4%
-729.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -4.0% | -2.3% |
| 7D | -2.7% | +6.0% | -8.7% | -3.3% |
| 30D | +2.7% | -7.2% | +9.9% | +3.4% |
| 3M | +17.0% | -15.9% | +32.8% | +18.1% |
| 6M | +23.8% | +12.7% | +11.1% | +19.1% |
| YTD | +4.0% | +72.8% | -68.8% | -6.9% |
| 1Y | -0.8% | +122.9% | -123.7% | -15.7% |
| All | +53.3% | +782.4% | -729.1% | +4.1% |
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 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