+69.1%
MSFT vs DD
+71.8%
-2.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.9% | -3.1% | +1.0% |
| 7D | +7.5% | +9.8% | -2.3% | +4.4% |
| 30D | +1.9% | +19.3% | -17.4% | -3.6% |
| 3M | +9.2% | +9.4% | -0.1% | +6.0% |
| 6M | +31.9% | +4.8% | +27.1% | +29.3% |
| YTD | +13.4% | +30.2% | -16.8% | +2.2% |
| 1Y | +10.6% | +32.2% | -21.6% | -0.9% |
| 3Y | +54.7% | +93.1% | -38.4% | +13.9% |
| 5Y | +69.1% | +68.0% | +1.1% | +29.1% |
| All | +69.1% | +71.8% | -2.7% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling