+868.6%
MSFT vs DAR
+367.0%
+501.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.8% |
| 7D | -1.4% | -0.9% | -0.5% | -1.3% |
| 30D | -1.0% | +13.0% | -14.0% | -3.7% |
| 3M | +20.2% | +15.0% | +5.2% | +16.3% |
| 6M | +21.3% | +26.8% | -5.6% | +14.5% |
| YTD | +2.8% | +86.4% | -83.6% | -10.9% |
| 1Y | 0.0% | +115.1% | -115.1% | -16.6% |
| 3Y | +51.2% | +14.6% | +36.6% | +41.3% |
| 5Y | +71.4% | -8.8% | +80.2% | +65.3% |
| 10Y | +868.6% | +356.5% | +512.1% | +434.0% |
| All | +868.6% | +367.0% | +501.6% | +434.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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