+922.9%
MSFT vs FN
+772.0%
+150.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.8% | +2.6% | -1.4% |
| 7D | +2.3% | -4.1% | +6.4% | +2.6% |
| 30D | -0.4% | -28.3% | +28.0% | +4.8% |
| 3M | +5.6% | -33.9% | +39.4% | +11.4% |
| 6M | +29.0% | -43.9% | +72.9% | +37.5% |
| YTD | +10.9% | -23.4% | +34.4% | +7.5% |
| 1Y | +6.2% | -25.4% | +31.6% | +2.9% |
| 3Y | +47.6% | +107.9% | -60.3% | +3.3% |
| 5Y | +67.9% | +195.1% | -127.1% | +2.3% |
| 10Y | +922.9% | +794.1% | +128.8% | +360.0% |
| All | +922.9% | +772.0% | +150.9% | +360.0% |
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