+393.0%
MSFT vs FOXA
+91.7%
+301.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +1.2% |
| 7D | -2.4% | -2.9% | +0.5% | -1.7% |
| 30D | -3.8% | +5.1% | -8.9% | -5.0% |
| 3M | +6.4% | +4.7% | +1.7% | +5.0% |
| 6M | +28.8% | -0.2% | +29.0% | +27.4% |
| YTD | +8.8% | -9.2% | +18.1% | +9.8% |
| 1Y | +3.2% | -0.6% | +3.7% | +1.6% |
| 3Y | +44.8% | +125.7% | -80.9% | +12.2% |
| 5Y | +61.8% | +70.2% | -8.3% | +33.7% |
| All | +393.0% | +91.7% | +301.3% | +258.1% |
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