+66.2%
MSFT vs DASH
-12.0%
+78.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.4% | +5.8% | -1.4% |
| 7D | +1.1% | +0.5% | +0.6% | +0.8% |
| 30D | +1.3% | -7.1% | +8.3% | +2.6% |
| 3M | +10.2% | -13.2% | +23.3% | +13.2% |
| 6M | +30.8% | +8.3% | +22.5% | +27.3% |
| YTD | +11.5% | -20.6% | +32.1% | +15.7% |
| 1Y | +6.5% | -24.4% | +30.9% | +11.1% |
| 3Y | +55.5% | +94.5% | -39.1% | +28.6% |
| 5Y | +66.2% | -9.4% | +75.6% | +32.9% |
| All | +66.2% | -12.0% | +78.1% | +32.9% |
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