+893.1%
MSFT vs DAR
+271.0%
+622.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | +1.7% | -9.9% | +11.6% | +3.8% |
| 30D | +0.2% | -16.4% | +16.5% | +3.7% |
| 3M | +6.4% | -17.1% | +23.4% | +9.9% |
| 6M | +28.7% | -20.5% | +49.2% | +34.0% |
| YTD | +10.4% | +39.4% | -29.0% | +1.4% |
| 1Y | +7.6% | +57.2% | -49.6% | -3.9% |
| 3Y | +52.3% | +13.9% | +38.5% | +39.9% |
| 5Y | +64.5% | -40.8% | +105.3% | +75.2% |
| All | +893.1% | +271.0% | +622.2% | +476.4% |
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