+876.8%
MSFT vs FN
+900.0%
-23.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.2% | -2.6% |
| 7D | -2.7% | -1.7% | -1.0% | -2.4% |
| 30D | +2.7% | -22.0% | +24.7% | +6.6% |
| 3M | +17.0% | -43.0% | +60.0% | +27.4% |
| 6M | +23.8% | -27.7% | +51.6% | +25.5% |
| YTD | +4.0% | -10.5% | +14.5% | -0.7% |
| 1Y | -0.8% | +12.5% | -13.3% | -11.2% |
| 3Y | +55.6% | +153.8% | -98.2% | +5.8% |
| 5Y | +72.9% | +288.0% | -215.1% | +0.3% |
| All | +876.8% | +900.0% | -23.2% | +325.8% |
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