+4.9%
MSFT vs DASH
-13.3%
+18.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -1.3% | -4.5% | +3.3% | +0.1% |
| 30D | -1.8% | -6.8% | +5.0% | -0.2% |
| 3M | +5.6% | -20.7% | +26.3% | +12.9% |
| 6M | +29.8% | +15.1% | +14.8% | +23.2% |
| YTD | +9.0% | -24.3% | +33.3% | +12.7% |
| 1Y | +4.9% | -12.1% | +17.1% | +5.3% |
| All | +4.9% | -13.3% | +18.2% | +5.3% |
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