+54.7%
MSFT vs DD
+90.7%
-36.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.9% | -3.1% | +1.7% |
| 7D | +7.5% | +9.8% | -2.3% | +5.6% |
| 30D | +1.9% | +19.3% | -17.4% | -1.4% |
| 3M | +9.2% | +9.4% | -0.1% | +7.4% |
| 6M | +31.9% | +4.8% | +27.1% | +30.4% |
| YTD | +13.4% | +30.2% | -16.8% | +6.5% |
| 1Y | +10.6% | +32.2% | -21.6% | +3.5% |
| 3Y | +54.7% | +93.1% | -38.4% | +28.8% |
| All | +54.7% | +90.7% | -36.0% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling