+46.0%
MSFT vs FND
-38.2%
+84.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.7% | +0.8% |
| 7D | -2.4% | -5.1% | +2.7% | -1.9% |
| 30D | -3.8% | +9.2% | -13.0% | -4.5% |
| 3M | +6.4% | -17.7% | +24.1% | +8.1% |
| 6M | +28.8% | +2.5% | +26.3% | +27.8% |
| YTD | +8.8% | -19.8% | +28.6% | +10.2% |
| 1Y | +3.2% | -22.7% | +25.8% | +4.7% |
| All | +46.0% | -38.2% | +84.1% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling