+2,807.6%
MSFT vs FLR
+603.8%
+2,203.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.6% |
| 7D | -2.7% | +5.4% | -8.1% | -3.7% |
| 30D | +2.7% | +11.4% | -8.7% | +0.1% |
| 3M | +17.0% | +11.4% | +5.6% | +13.6% |
| 6M | +23.8% | +16.6% | +7.2% | +18.2% |
| YTD | +4.0% | +41.7% | -37.7% | -4.7% |
| 1Y | -0.8% | +35.4% | -36.2% | -8.7% |
| 3Y | +55.6% | +57.3% | -1.7% | +34.1% |
| 5Y | +72.9% | +241.0% | -168.1% | +24.1% |
| 10Y | +875.8% | +16.6% | +859.2% | +649.2% |
| All | +2,807.6% | +603.8% | +2,203.8% | +1,015.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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