+5,439.8%
MSFT vs FIX
+7,433.0%
-1,993.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -11.6% | +8.0% | -1.6% |
| 7D | +1.1% | -27.2% | +28.3% | +6.1% |
| 30D | +1.3% | -46.9% | +48.2% | +11.8% |
| 3M | +10.2% | -44.4% | +54.6% | +20.1% |
| 6M | +30.8% | -50.9% | +81.7% | +44.2% |
| YTD | +11.5% | +3.5% | +8.0% | +6.6% |
| 1Y | +6.5% | -2.1% | +8.7% | +2.5% |
| 3Y | +55.5% | +418.7% | -363.3% | +6.4% |
| 5Y | +66.2% | +894.6% | -828.4% | +0.2% |
| 10Y | +928.0% | +3,465.5% | -2,537.5% | +380.3% |
| All | +5,439.8% | +7,433.0% | -1,993.2% | +1,680.7% |
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