+48.9%
MSFT vs DE
+75.0%
-26.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.5% |
| 7D | -1.0% | -3.0% | +2.0% | -1.0% |
| 30D | -2.7% | +11.1% | -13.8% | -2.9% |
| 3M | +22.1% | +17.6% | +4.5% | +21.3% |
| 6M | +20.6% | +13.6% | +7.0% | +20.0% |
| YTD | +2.3% | +46.3% | -44.0% | -2.3% |
| 1Y | -0.5% | +44.2% | -44.7% | -5.0% |
| All | +48.9% | +75.0% | -26.1% | +38.9% |
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