+878.4%
MSFT vs FTI
+305.3%
+573.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | -0.8% | -4.4% | +3.6% | -0.2% |
| 30D | +0.8% | +1.5% | -0.6% | +0.6% |
| 3M | +27.2% | +8.2% | +19.0% | +25.4% |
| 6M | +22.9% | +18.8% | +4.1% | +19.4% |
| YTD | +3.1% | +71.7% | -68.5% | -5.0% |
| 1Y | -0.3% | +90.0% | -90.3% | -9.6% |
| 3Y | +50.1% | +270.5% | -220.4% | +22.0% |
| 5Y | +74.6% | +1,084.5% | -1,009.9% | +16.5% |
| All | +878.4% | +305.3% | +573.1% | +594.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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