+922.9%
MSFT vs DD
+100.9%
+822.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.6% |
| 7D | +2.3% | +2.2% | +0.1% | +1.5% |
| 30D | -0.4% | +20.7% | -21.0% | -6.4% |
| 3M | +5.6% | +11.3% | -5.8% | +1.6% |
| 6M | +29.0% | +6.0% | +23.0% | +25.7% |
| YTD | +10.9% | +31.7% | -20.8% | -0.6% |
| 1Y | +6.2% | +32.2% | -26.0% | -5.0% |
| 3Y | +47.6% | +92.7% | -45.1% | +11.5% |
| 5Y | +67.9% | +72.1% | -4.2% | +29.8% |
| 10Y | +922.9% | +99.7% | +823.2% | +604.9% |
| All | +922.9% | +100.9% | +822.0% | +604.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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