+872.1%
MSFT vs DD
+67.0%
+805.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | -3.5% | -2.9% | -0.6% | -2.5% |
| 30D | -2.1% | -11.5% | +9.4% | +1.9% |
| 3M | +24.2% | -5.4% | +29.6% | +26.1% |
| 6M | +21.9% | -6.9% | +28.8% | +23.5% |
| YTD | +2.5% | +6.9% | -4.4% | -1.4% |
| 1Y | -0.8% | +35.6% | -36.4% | -12.7% |
| 3Y | +50.8% | +42.5% | +8.2% | +26.2% |
| 5Y | +73.5% | +58.5% | +15.0% | +37.3% |
| All | +872.1% | +67.0% | +805.1% | +579.1% |
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