+2,618.1%
MSFT vs FN
+3,620.5%
-1,002.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.2% | -2.5% |
| 7D | -2.7% | -1.7% | -1.0% | -2.5% |
| 30D | +2.7% | -22.0% | +24.7% | +6.0% |
| 3M | +17.0% | -43.0% | +60.0% | +25.6% |
| 6M | +23.8% | -27.7% | +51.6% | +25.6% |
| YTD | +4.0% | -10.5% | +14.5% | +0.7% |
| 1Y | -0.8% | +12.5% | -13.3% | -8.4% |
| 3Y | +55.6% | +153.8% | -98.2% | +18.4% |
| 5Y | +72.9% | +288.0% | -215.1% | +19.1% |
| 10Y | +875.8% | +906.4% | -30.6% | +464.5% |
| All | +2,618.1% | +3,620.5% | -1,002.5% | +1,333.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling