+915.1%
MSFT vs DAR
+311.7%
+603.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.1% |
| 7D | -1.3% | +11.6% | -12.8% | -3.5% |
| 30D | -1.8% | -10.2% | +8.4% | +0.2% |
| 3M | +5.6% | -14.8% | +20.5% | +8.7% |
| 6M | +29.8% | -10.1% | +39.9% | +31.7% |
| YTD | +9.0% | +55.5% | -46.5% | -2.1% |
| 1Y | +4.9% | +61.7% | -56.7% | -6.7% |
| 3Y | +46.2% | +37.2% | +9.1% | +28.7% |
| 5Y | +62.1% | -26.9% | +89.0% | +64.2% |
| All | +915.1% | +311.7% | +603.4% | +479.0% |
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