+393.8%
MSFT vs FOXA
+99.6%
+294.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -4.0% | -0.8% |
| 7D | -1.3% | +2.7% | -3.9% | -1.9% |
| 30D | -1.8% | +10.0% | -11.8% | -4.2% |
| 3M | +5.6% | +5.0% | +0.6% | +4.1% |
| 6M | +29.8% | +3.4% | +26.4% | +27.3% |
| YTD | +9.0% | -5.5% | +14.5% | +8.9% |
| 1Y | +4.9% | +5.5% | -0.6% | +1.8% |
| 3Y | +46.2% | +139.3% | -93.1% | +11.6% |
| 5Y | +62.1% | +77.2% | -15.1% | +32.6% |
| All | +393.8% | +99.6% | +294.2% | +255.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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