+894.4%
MSFT vs FN
+850.1%
+44.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.9% | -8.1% | -3.3% |
| 7D | -6.2% | +8.0% | -14.3% | -7.9% |
| 30D | -3.7% | -19.1% | +15.4% | -0.9% |
| 3M | +3.6% | -29.8% | +33.5% | +8.2% |
| 6M | +26.8% | -43.2% | +70.0% | +35.1% |
| YTD | +8.4% | -18.9% | +27.4% | +4.0% |
| 1Y | +3.3% | -17.9% | +21.2% | -1.9% |
| 3Y | +44.3% | +120.1% | -75.8% | -0.2% |
| 5Y | +63.3% | +206.7% | -143.4% | -1.1% |
| 10Y | +894.4% | +804.7% | +89.7% | +345.6% |
| All | +894.4% | +850.1% | +44.3% | +345.6% |
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