+42.1%
MSFT vs FPS
-13.7%
+55.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -17.3% | +24.0% | +7.5% |
| 7D | +4.7% | -23.3% | +28.0% | +5.8% |
| 30D | +5.8% | -42.4% | +48.2% | +8.5% |
| 3M | +13.0% | -43.0% | +56.0% | +16.2% |
| 6M | +34.9% | -44.5% | +79.4% | +34.7% |
| All | +42.1% | -13.7% | +55.8% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling