+922.9%
MSFT vs DAR
+269.9%
+652.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.8% |
| 7D | +2.3% | -3.8% | +6.2% | +3.1% |
| 30D | -0.4% | -14.4% | +14.1% | +2.8% |
| 3M | +5.6% | -17.9% | +23.5% | +9.4% |
| 6M | +29.0% | -18.3% | +47.3% | +33.5% |
| YTD | +10.9% | +43.2% | -32.3% | +1.3% |
| 1Y | +6.2% | +57.7% | -51.5% | -5.2% |
| 3Y | +47.6% | +22.7% | +24.9% | +33.2% |
| 5Y | +67.9% | -34.0% | +102.0% | +74.0% |
| 10Y | +922.9% | +279.5% | +643.4% | +493.4% |
| All | +922.9% | +269.9% | +652.9% | +493.4% |
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