+46.2%
MSFT vs DE
+88.0%
-41.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.2% |
| 7D | -1.3% | +0.3% | -1.5% | -1.3% |
| 30D | -1.8% | +3.6% | -5.4% | -1.9% |
| 3M | +5.6% | +10.2% | -4.6% | +5.5% |
| 6M | +29.8% | +16.6% | +13.2% | +29.3% |
| YTD | +9.0% | +45.8% | -36.8% | +4.5% |
| 1Y | +4.9% | +43.9% | -39.0% | +0.6% |
| 3Y | +46.2% | +89.6% | -43.4% | +39.1% |
| All | +46.2% | +88.0% | -41.8% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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