+46.2%
MSFT vs FOXA
+136.9%
-90.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -4.0% | -0.4% |
| 7D | -1.3% | +2.7% | -3.9% | -1.7% |
| 30D | -1.8% | +10.0% | -11.8% | -3.1% |
| 3M | +5.6% | +5.0% | +0.6% | +4.8% |
| 6M | +29.8% | +3.4% | +26.4% | +27.6% |
| YTD | +9.0% | -5.5% | +14.5% | +8.5% |
| 1Y | +4.9% | +5.5% | -0.6% | +2.6% |
| 3Y | +46.2% | +139.3% | -93.1% | +36.4% |
| All | +46.2% | +136.9% | -90.7% | +36.4% |
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