+23,058.8%
MSFT vs DAR
+1,762.6%
+21,296.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -2.0% |
| 7D | -2.7% | +1.4% | -4.0% | -2.8% |
| 30D | +2.7% | +12.8% | -10.1% | +1.9% |
| 3M | +17.0% | +7.4% | +9.6% | +16.4% |
| 6M | +23.8% | +22.3% | +1.6% | +22.1% |
| YTD | +4.0% | +81.1% | -77.1% | 0.0% |
| 1Y | -0.8% | +106.5% | -107.3% | -5.6% |
| 3Y | +55.6% | +5.3% | +50.3% | +52.9% |
| 5Y | +72.9% | -11.5% | +84.4% | +70.9% |
| 10Y | +875.8% | +353.3% | +522.5% | +773.5% |
| All | +23,058.8% | +1,762.6% | +21,296.2% | +18,182.9% |
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