+878.4%
MSFT vs FTV
+80.7%
+797.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -0.8% | -4.0% | +3.1% | +1.0% |
| 30D | +0.8% | -11.0% | +11.9% | +6.2% |
| 3M | +27.2% | -8.4% | +35.6% | +31.6% |
| 6M | +22.9% | -2.6% | +25.5% | +23.0% |
| YTD | +3.1% | -0.6% | +3.7% | +1.4% |
| 1Y | -0.3% | +11.0% | -11.2% | -7.5% |
| 3Y | +50.1% | -6.3% | +56.4% | +47.5% |
| 5Y | +74.6% | -1.5% | +76.2% | +64.1% |
| All | +878.4% | +80.7% | +797.7% | +628.2% |
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