+53.8%
MSFT vs DASH
+94.5%
-40.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.4% | +5.8% | -1.2% |
| 7D | +1.1% | +0.5% | +0.6% | +0.8% |
| 30D | +1.3% | -7.1% | +8.3% | +2.8% |
| 3M | +10.2% | -13.2% | +23.3% | +13.6% |
| 6M | +30.8% | +8.3% | +22.5% | +27.0% |
| YTD | +11.5% | -20.6% | +32.1% | +15.5% |
| 1Y | +6.5% | -24.4% | +30.9% | +10.9% |
| All | +53.8% | +94.5% | -40.7% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling