+66.2%
MSFT vs FN
+148.3%
-82.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -14.2% | +10.7% | -1.6% |
| 7D | +1.1% | -16.0% | +17.1% | +3.2% |
| 30D | +1.3% | -40.1% | +41.4% | +8.0% |
| 3M | +10.2% | -43.9% | +54.0% | +17.5% |
| 6M | +30.8% | -55.6% | +86.4% | +42.2% |
| YTD | +11.5% | -35.7% | +47.2% | +10.8% |
| 1Y | +6.5% | -39.8% | +46.4% | +6.6% |
| 3Y | +55.5% | +80.3% | -24.8% | +13.3% |
| 5Y | +66.2% | +143.3% | -77.1% | +2.7% |
| All | +66.2% | +148.3% | -82.1% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling