+28.8%
MSFT vs FOXA
-3.3%
+32.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.9% |
| 7D | -2.4% | -2.9% | +0.5% | -2.0% |
| 30D | -3.8% | +5.1% | -8.9% | -4.3% |
| 3M | +6.4% | +4.7% | +1.7% | +5.8% |
| 6M | +28.8% | -0.2% | +29.0% | +22.2% |
| All | +28.8% | -3.3% | +32.1% | +22.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling