+133,470.8%
MSFT vs D
+2,347.4%
+131,123.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -2.7% | +1.5% | -4.2% | -3.2% |
| 30D | +2.7% | -2.6% | +5.3% | +3.6% |
| 3M | +17.0% | 0.0% | +17.0% | +16.7% |
| 6M | +23.8% | +7.4% | +16.5% | +19.6% |
| YTD | +4.0% | +15.9% | -11.9% | -2.5% |
| 1Y | -0.8% | +18.1% | -18.9% | -7.9% |
| 3Y | +55.6% | +58.4% | -2.8% | +25.0% |
| 5Y | +72.9% | +5.2% | +67.7% | +61.3% |
| 10Y | +875.8% | +35.9% | +839.9% | +692.9% |
| All | +133,470.8% | +2,347.4% | +131,123.4% | +31,796.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling