+64.1%
MSFT vs FN
+170.4%
-106.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.7% | -12.7% | -2.6% |
| 7D | +1.7% | 0.0% | +1.7% | +1.3% |
| 30D | +0.2% | -34.3% | +34.5% | +5.4% |
| 3M | +6.4% | -39.9% | +46.2% | +12.3% |
| 6M | +28.7% | -51.8% | +80.5% | +38.4% |
| 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% | +9.1% |
| All | +64.1% | +170.4% | -106.3% | -0.1% |
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