+71.4%
MSFT vs FTI
+1,110.9%
-1,039.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +1.0% | -0.9% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | -1.0% | +12.3% | -13.4% | -2.3% |
| 3M | +20.2% | +13.8% | +6.4% | +18.1% |
| 6M | +21.3% | +24.3% | -3.0% | +17.6% |
| YTD | +2.8% | +75.8% | -73.0% | -4.8% |
| 1Y | 0.0% | +99.6% | -99.7% | -9.3% |
| 3Y | +51.2% | +278.4% | -227.2% | +25.0% |
| 5Y | +71.4% | +1,168.7% | -1,097.3% | +14.2% |
| All | +71.4% | +1,110.9% | -1,039.5% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling