+63.3%
MSFT vs D
+13.0%
+50.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -6.2% | -2.4% | -3.8% | -6.1% |
| 30D | -3.7% | +9.0% | -12.7% | -4.2% |
| 3M | +3.6% | +1.0% | +2.7% | +3.6% |
| 6M | +26.8% | +11.0% | +15.8% | +25.7% |
| YTD | +8.4% | +19.8% | -11.3% | +6.5% |
| 1Y | +3.3% | +16.0% | -12.7% | +1.8% |
| 3Y | +44.3% | +74.4% | -30.1% | +31.1% |
| 5Y | +63.3% | +13.5% | +49.8% | +72.9% |
| All | +63.3% | +13.0% | +50.4% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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