+9.0%
MSFT vs DASH
-16.7%
+25.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +8.3% | -1.6% | +4.4% |
| 7D | +4.7% | +17.2% | -12.5% | +0.1% |
| 30D | +5.8% | +3.6% | +2.3% | +4.6% |
| 3M | +13.0% | -1.9% | +14.9% | +13.1% |
| 6M | +34.9% | +15.1% | +19.8% | +28.7% |
| YTD | +15.7% | -12.3% | +28.0% | +13.8% |
| 1Y | +9.0% | -17.2% | +26.2% | +7.5% |
| All | +9.0% | -16.7% | +25.7% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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