+894.4%
MSFT vs FTI
+180.1%
+714.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.4% |
| 7D | -6.2% | +1.4% | -7.6% | -6.4% |
| 30D | -3.7% | -6.3% | +2.6% | -3.0% |
| 3M | +3.6% | -13.1% | +16.8% | +5.3% |
| 6M | +26.8% | -8.0% | +34.8% | +27.3% |
| YTD | +8.4% | +47.1% | -38.6% | +1.7% |
| 1Y | +3.3% | +50.7% | -47.4% | -3.6% |
| 3Y | +44.3% | +209.0% | -164.7% | +20.0% |
| 5Y | +63.3% | +847.0% | -783.6% | +12.3% |
| 10Y | +894.4% | +184.3% | +710.1% | +637.7% |
| All | +894.4% | +180.1% | +714.3% | +637.7% |
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