+71.4%
MSFT vs FND
-61.9%
+133.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.2% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | -1.0% | -23.6% | +22.5% | +4.3% |
| 3M | +20.2% | +4.3% | +15.9% | +17.8% |
| 6M | +21.3% | -20.3% | +41.6% | +25.4% |
| YTD | +2.8% | -21.3% | +24.1% | +5.9% |
| 1Y | 0.0% | -45.4% | +45.3% | +11.5% |
| 3Y | +51.2% | -48.9% | +100.1% | +61.4% |
| 5Y | +71.4% | -61.0% | +132.5% | +84.3% |
| All | +71.4% | -61.9% | +133.3% | +84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling