+133,470.8%
MSFT vs DD
+961.9%
+132,508.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | -2.7% | -3.5% | +0.8% | -1.6% |
| 30D | +2.7% | -10.3% | +13.0% | +6.2% |
| 3M | +17.0% | -7.5% | +24.5% | +19.6% |
| 6M | +23.8% | -8.0% | +31.8% | +25.9% |
| YTD | +4.0% | +10.5% | -6.5% | -0.6% |
| 1Y | -0.8% | +38.3% | -39.1% | -12.3% |
| 3Y | +55.6% | +42.5% | +13.1% | +32.7% |
| 5Y | +72.9% | +60.2% | +12.7% | +40.4% |
| 10Y | +875.8% | +68.9% | +806.9% | +631.4% |
| All | +133,470.8% | +961.9% | +132,508.9% | +40,094.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling