+158.0%
MSFT vs DASH
-2.1%
+160.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -6.2% | -10.2% | +4.0% | -4.2% |
| 30D | -3.7% | -8.2% | +4.5% | -2.3% |
| 3M | +3.6% | -15.9% | +19.5% | +6.8% |
| 6M | +26.8% | +13.3% | +13.5% | +22.9% |
| YTD | +8.4% | -21.3% | +29.7% | +12.1% |
| 1Y | +3.3% | -11.1% | +14.4% | +4.2% |
| 3Y | +44.3% | +103.8% | -59.5% | +23.0% |
| 5Y | +63.3% | -21.6% | +85.0% | +40.0% |
| All | +158.0% | -2.1% | +160.1% | +115.2% |
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