+52.3%
MSFT vs FIX
+448.6%
-396.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.4% | -6.4% | -1.5% |
| 7D | +1.7% | -17.5% | +19.1% | +3.3% |
| 30D | +0.2% | -41.6% | +41.7% | +5.5% |
| 3M | +6.4% | -40.6% | +46.9% | +11.5% |
| 6M | +28.7% | -49.4% | +78.1% | +36.2% |
| YTD | +10.4% | +9.2% | +1.2% | +2.8% |
| 1Y | +7.6% | +6.5% | +1.2% | +0.3% |
| 3Y | +52.3% | +448.7% | -396.4% | +5.6% |
| All | +52.3% | +448.6% | -396.3% | +5.6% |
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 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