+73.5%
MSFT vs DAR
-11.0%
+84.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.9% |
| 7D | -2.7% | +1.4% | -4.0% | -2.9% |
| 30D | +2.7% | +12.8% | -10.1% | +0.7% |
| 3M | +17.0% | +7.4% | +9.6% | +15.4% |
| 6M | +23.8% | +22.3% | +1.6% | +19.6% |
| YTD | +4.0% | +81.1% | -77.1% | -5.6% |
| 1Y | -0.8% | +106.5% | -107.3% | -12.3% |
| 3Y | +55.6% | +5.3% | +50.3% | +54.3% |
| All | +73.5% | -11.0% | +84.4% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling