-0.5%
MSFT vs FTI
+97.6%
-98.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.5% |
| 7D | -1.0% | -2.3% | +1.3% | -1.5% |
| 30D | -2.7% | +5.0% | -7.7% | -1.8% |
| 3M | +22.1% | +13.8% | +8.3% | +24.8% |
| 6M | +20.6% | +22.9% | -2.3% | +23.9% |
| YTD | +2.3% | +75.0% | -72.7% | +8.7% |
| 1Y | -0.5% | +96.9% | -97.4% | +4.2% |
| All | -0.5% | +97.6% | -98.1% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling