+713.8%
MSFT vs FND
+66.0%
+647.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.8% | -2.4% |
| 7D | -2.7% | -5.2% | +2.5% | -1.6% |
| 30D | +2.7% | -19.9% | +22.6% | +7.4% |
| 3M | +17.0% | +2.7% | +14.2% | +15.1% |
| 6M | +23.8% | -21.7% | +45.5% | +28.5% |
| YTD | +4.0% | -17.5% | +21.5% | +6.2% |
| 1Y | -0.8% | -39.3% | +38.5% | +7.8% |
| 3Y | +55.6% | -49.8% | +105.4% | +69.0% |
| 5Y | +72.9% | -60.1% | +133.0% | +89.2% |
| All | +713.8% | +66.0% | +647.8% | +556.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling