+73.5%
MSFT vs DASH
+8.6%
+64.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.6% | -1.0% |
| 7D | -2.7% | -10.6% | +7.9% | -0.2% |
| 30D | +2.7% | +2.2% | +0.6% | +2.1% |
| 3M | +17.0% | +32.3% | -15.3% | +9.4% |
| 6M | +23.8% | +19.1% | +4.7% | +18.1% |
| YTD | +4.0% | -6.5% | +10.5% | +4.4% |
| 1Y | -0.8% | -14.9% | +14.1% | +0.8% |
| 3Y | +55.6% | +151.9% | -96.3% | +21.8% |
| All | +73.5% | +8.6% | +64.9% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling