-0.8%
MSFT vs FOXA
+12.8%
-13.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | 0.0% |
| 7D | -3.5% | -3.7% | +0.3% | -3.2% |
| 30D | -2.1% | +5.4% | -7.4% | -2.5% |
| 3M | +24.2% | -3.7% | +27.9% | +21.6% |
| 6M | +21.9% | +12.6% | +9.3% | +19.2% |
| YTD | +2.5% | -10.0% | +12.4% | -0.5% |
| 1Y | -0.8% | +15.0% | -15.8% | -3.6% |
| All | -0.8% | +12.8% | -13.5% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling