+24,491.3%
MSFT vs DAR
+1,334.0%
+23,157.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | +1.7% | -9.9% | +11.6% | +2.3% |
| 30D | +0.2% | -16.4% | +16.5% | +1.2% |
| 3M | +6.4% | -17.1% | +23.4% | +7.5% |
| 6M | +28.7% | -20.5% | +49.2% | +30.3% |
| YTD | +10.4% | +39.4% | -29.0% | +7.8% |
| 1Y | +7.6% | +57.2% | -49.6% | +4.3% |
| 3Y | +52.3% | +13.9% | +38.5% | +49.0% |
| 5Y | +64.5% | -40.8% | +105.3% | +66.5% |
| 10Y | +917.8% | +276.2% | +641.6% | +822.2% |
| All | +24,491.3% | +1,334.0% | +23,157.3% | +19,617.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling