+889.0%
MSFT vs FN
+753.0%
+136.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.7% | -12.7% | -3.1% |
| 7D | +1.7% | 0.0% | +1.7% | +1.1% |
| 30D | +0.2% | -34.3% | +34.5% | +7.1% |
| 3M | +6.4% | -39.9% | +46.2% | +14.2% |
| 6M | +28.7% | -51.8% | +80.5% | +41.4% |
| YTD | +10.4% | -28.1% | +38.6% | +8.3% |
| 1Y | +7.6% | -29.1% | +36.7% | +5.2% |
| 3Y | +52.3% | +102.4% | -50.1% | +6.8% |
| 5Y | +64.5% | +171.7% | -107.1% | +2.0% |
| All | +889.0% | +753.0% | +136.0% | +346.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling