+48.9%
MSFT vs FOXA
+110.7%
-61.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | -1.0% | -5.4% | +4.4% | -0.3% |
| 30D | -2.7% | +1.1% | -3.8% | -2.9% |
| 3M | +22.1% | -6.1% | +28.2% | +21.8% |
| 6M | +20.6% | +8.2% | +12.3% | +17.7% |
| YTD | +2.3% | -11.8% | +14.1% | +2.9% |
| 1Y | -0.5% | +9.9% | -10.5% | -3.8% |
| All | +48.9% | +110.7% | -61.9% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling