+51.2%
MSFT vs FND
-49.6%
+100.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.7% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | -1.0% | -23.6% | +22.5% | +1.4% |
| 3M | +20.2% | +4.3% | +15.9% | +19.1% |
| 6M | +21.3% | -20.3% | +41.6% | +23.3% |
| YTD | +2.8% | -21.3% | +24.1% | +4.4% |
| 1Y | 0.0% | -45.4% | +45.3% | +5.4% |
| 3Y | +51.2% | -48.9% | +100.1% | +57.7% |
| All | +51.2% | -49.6% | +100.8% | +57.7% |
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