+71.4%
MSFT vs FTV
+4.3%
+67.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | -1.4% | -0.4% | -1.0% | -1.2% |
| 30D | -1.0% | -8.3% | +7.3% | +2.4% |
| 3M | +20.2% | -7.4% | +27.6% | +23.3% |
| 6M | +21.3% | -1.2% | +22.5% | +20.6% |
| YTD | +2.8% | +2.7% | +0.1% | -0.2% |
| 1Y | 0.0% | +18.4% | -18.5% | -9.8% |
| 3Y | +51.2% | -2.0% | +53.3% | +46.5% |
| 5Y | +71.4% | +3.4% | +68.0% | +50.0% |
| All | +71.4% | +4.3% | +67.1% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling