+371.0%
MSFT vs FOXA
+90.8%
+280.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.3% | -1.2% |
| 7D | -2.7% | -4.0% | +1.3% | -1.8% |
| 30D | +2.7% | +12.0% | -9.3% | -0.2% |
| 3M | +17.0% | +0.3% | +16.7% | +15.8% |
| 6M | +23.8% | +12.5% | +11.3% | +18.7% |
| YTD | +4.0% | -9.6% | +13.6% | +5.2% |
| 1Y | -0.8% | +8.6% | -9.4% | -4.8% |
| 3Y | +55.6% | +118.5% | -62.9% | +21.7% |
| 5Y | +72.9% | +88.8% | -15.9% | +38.7% |
| All | +371.0% | +90.8% | +280.2% | +243.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling