+519.1%
MSFT vs DBX
+22.6%
+496.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.8% | +0.2% |
| 7D | -0.8% | +2.1% | -2.9% | -1.5% |
| 30D | +0.8% | +5.7% | -4.9% | -1.2% |
| 3M | +27.2% | +31.8% | -4.6% | +15.3% |
| 6M | +22.9% | +37.5% | -14.5% | +8.9% |
| YTD | +3.1% | +27.9% | -24.8% | -6.4% |
| 1Y | -0.3% | +15.0% | -15.3% | -6.7% |
| 3Y | +50.1% | +27.2% | +22.9% | +30.8% |
| 5Y | +74.6% | +12.8% | +61.9% | +54.1% |
| All | +519.1% | +22.6% | +496.5% | +355.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 10y: compounded portfolio wealth divided by compounded DBX 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…
10y analysis · Full analysis span regression · 6 months rolling