+159.0%
MSFT vs DASH
-5.2%
+164.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.5% | +1.0% |
| 7D | -2.4% | -4.1% | +1.7% | -1.6% |
| 30D | -3.8% | -10.6% | +6.9% | -1.9% |
| 3M | +6.4% | -18.8% | +25.2% | +10.4% |
| 6M | +28.8% | +11.2% | +17.6% | +25.3% |
| YTD | +8.8% | -23.8% | +32.6% | +13.2% |
| 1Y | +3.2% | -12.2% | +15.3% | +4.3% |
| 3Y | +44.8% | +97.3% | -52.5% | +24.2% |
| 5Y | +61.8% | -29.8% | +91.7% | +40.2% |
| All | +159.0% | -5.2% | +164.2% | +117.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling