+2,482.6%
MSFT vs FTI
+1,731.3%
+751.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.4% |
| 7D | +2.3% | -3.3% | +5.6% | +3.0% |
| 30D | -0.4% | -7.2% | +6.9% | +1.0% |
| 3M | +5.6% | -12.9% | +18.4% | +8.1% |
| 6M | +29.0% | -7.9% | +36.8% | +29.7% |
| YTD | +10.9% | +45.2% | -34.2% | +1.1% |
| 1Y | +6.2% | +48.1% | -41.8% | -3.8% |
| 3Y | +47.6% | +205.0% | -157.4% | +12.2% |
| 5Y | +67.9% | +838.8% | -770.9% | -4.6% |
| 10Y | +922.9% | +174.8% | +748.1% | +569.7% |
| All | +2,482.6% | +1,731.3% | +751.3% | +700.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling