+915.1%
MSFT vs FTV
+109.2%
+805.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -1.3% | +3.9% | -5.2% | -3.0% |
| 30D | -1.8% | +18.7% | -20.5% | -9.2% |
| 3M | +5.6% | +10.0% | -4.4% | +0.9% |
| 6M | +29.8% | +14.6% | +15.3% | +20.9% |
| YTD | +9.0% | +23.4% | -14.4% | -3.0% |
| 1Y | +4.9% | +31.3% | -26.3% | -9.6% |
| 3Y | +46.2% | +39.8% | +6.4% | +18.1% |
| 5Y | +62.1% | +17.7% | +44.4% | +40.5% |
| All | +915.1% | +109.2% | +805.9% | +543.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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