+73.5%
MSFT vs D
+4.5%
+68.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -2.0% |
| 7D | -2.7% | +0.4% | -3.1% | -2.7% |
| 30D | +2.7% | -3.6% | +6.3% | +2.9% |
| 3M | +17.0% | -1.0% | +18.0% | +16.9% |
| 6M | +23.8% | +6.3% | +17.5% | +23.0% |
| YTD | +4.0% | +14.7% | -10.7% | +2.4% |
| 1Y | -0.8% | +16.9% | -17.8% | -2.6% |
| 3Y | +55.6% | +56.8% | -1.2% | +44.6% |
| All | +73.5% | +4.5% | +68.9% | +81.8% |
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