+26.3%
MSFT vs FPS
+24.3%
+2.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.2% | -1.4% |
| 7D | -1.4% | +10.4% | -11.8% | -2.1% |
| 30D | -1.0% | -16.5% | +15.5% | +0.3% |
| 3M | +20.2% | -45.5% | +65.7% | +20.6% |
| 6M | +21.3% | +2.1% | +19.2% | +17.9% |
| All | +26.3% | +24.3% | +2.0% | +22.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling