+52.3%
MSFT vs FN
+101.0%
-48.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.7% | -12.7% | -2.1% |
| 7D | +1.7% | 0.0% | +1.7% | +1.4% |
| 30D | +0.2% | -34.3% | +34.5% | +3.6% |
| 3M | +6.4% | -39.9% | +46.2% | +10.3% |
| 6M | +28.7% | -51.8% | +80.5% | +35.2% |
| YTD | +10.4% | -28.1% | +38.6% | +8.0% |
| 1Y | +7.6% | -29.1% | +36.7% | +4.9% |
| 3Y | +52.3% | +102.4% | -50.1% | +24.3% |
| All | +52.3% | +101.0% | -48.7% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling