+133,470.7%
MSFT vs DE
+14,847.5%
+118,623.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -2.7% | +10.0% | -12.7% | -5.5% |
| 30D | +2.7% | +13.3% | -10.6% | -1.3% |
| 3M | +17.0% | +17.5% | -0.5% | +10.5% |
| 6M | +23.8% | +13.6% | +10.3% | +17.3% |
| YTD | +4.0% | +49.8% | -45.8% | -10.2% |
| 1Y | -0.8% | +47.9% | -48.7% | -14.3% |
| 3Y | +55.6% | +72.5% | -16.9% | +25.7% |
| 5Y | +72.9% | +90.2% | -17.3% | +31.9% |
| 10Y | +875.8% | +865.4% | +10.4% | +329.0% |
| All | +133,470.7% | +14,847.5% | +118,623.2% | +22,630.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling