+700.7%
MSFT vs FND
+57.3%
+643.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -1.0% | -0.8% | -0.3% | -0.9% |
| 30D | -2.7% | -19.6% | +16.9% | +1.8% |
| 3M | +22.1% | -4.3% | +26.4% | +22.1% |
| 6M | +20.6% | -20.4% | +41.0% | +24.7% |
| YTD | +2.3% | -21.9% | +24.2% | +5.6% |
| 1Y | -0.5% | -45.2% | +44.6% | +10.6% |
| 3Y | +50.5% | -49.2% | +99.8% | +62.7% |
| 5Y | +72.3% | -61.8% | +134.1% | +90.3% |
| All | +700.7% | +57.3% | +643.4% | +552.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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