+2,320.5%
MSFT vs FTI
+2,165.1%
+155.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -2.7% | +5.3% | -8.0% | -3.7% |
| 30D | +2.7% | +15.3% | -12.6% | -0.3% |
| 3M | +17.0% | +15.8% | +1.2% | +12.8% |
| 6M | +23.8% | +22.6% | +1.2% | +17.6% |
| YTD | +4.0% | +79.5% | -75.6% | -9.0% |
| 1Y | -0.8% | +102.0% | -102.8% | -15.6% |
| 3Y | +55.6% | +315.8% | -260.2% | +10.9% |
| 5Y | +72.9% | +1,129.5% | -1,056.6% | -7.5% |
| 10Y | +875.8% | +320.9% | +554.9% | +478.4% |
| All | +2,320.5% | +2,165.1% | +155.4% | +620.4% |
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