-0.1%
MSFT vs DAR
+115.2%
-115.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.2% |
| 7D | -1.4% | -0.9% | -0.5% | -1.4% |
| 30D | -1.0% | +13.0% | -14.0% | -1.4% |
| 3M | +20.2% | +15.0% | +5.2% | +19.5% |
| 6M | +21.3% | +26.8% | -5.6% | +20.7% |
| YTD | +2.8% | +86.4% | -83.6% | +2.4% |
| All | -0.1% | +115.2% | -115.3% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling