+5,065.3%
MSFT vs FIX
+12,471.5%
-7,406.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -4.0% | -2.4% |
| 7D | -2.7% | +6.0% | -8.7% | -3.7% |
| 30D | +2.7% | -7.2% | +9.9% | +3.7% |
| 3M | +17.0% | -15.9% | +32.8% | +19.2% |
| 6M | +23.8% | +12.7% | +11.1% | +18.9% |
| YTD | +4.0% | +72.8% | -68.8% | -8.0% |
| 1Y | -0.8% | +122.9% | -123.7% | -16.8% |
| 3Y | +55.6% | +774.3% | -718.7% | -1.8% |
| 5Y | +72.9% | +2,049.5% | -1,976.6% | -7.7% |
| 10Y | +875.8% | +5,821.5% | -4,945.7% | +321.6% |
| All | +5,065.3% | +12,471.5% | -7,406.2% | +1,438.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling