+72.3%
MSFT vs DE
+96.1%
-23.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.4% |
| 7D | -1.0% | -3.0% | +2.0% | -0.7% |
| 30D | -2.7% | +11.1% | -13.8% | -4.1% |
| 3M | +22.1% | +17.6% | +4.5% | +18.9% |
| 6M | +20.6% | +13.6% | +7.0% | +17.8% |
| YTD | +2.3% | +46.3% | -44.0% | -5.7% |
| 1Y | -0.5% | +44.2% | -44.7% | -8.3% |
| 3Y | +50.5% | +76.6% | -26.1% | +31.2% |
| 5Y | +72.3% | +98.2% | -25.9% | +45.5% |
| All | +72.3% | +96.1% | -23.8% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling