+52.3%
MSFT vs DASH
+94.3%
-41.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +1.7% | +0.4% | +1.3% | +1.4% |
| 30D | +0.2% | -6.0% | +6.2% | +1.4% |
| 3M | +6.4% | -15.8% | +22.1% | +10.5% |
| 6M | +28.7% | +7.0% | +21.7% | +25.3% |
| YTD | +10.4% | -20.7% | +31.1% | +14.4% |
| 1Y | +7.6% | -8.5% | +16.2% | +7.7% |
| 3Y | +52.3% | +101.8% | -49.5% | +30.5% |
| All | +52.3% | +94.3% | -41.9% | +30.5% |
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 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