+913.4%
MSFT vs DELL
+2,866.9%
-1,953.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.5% |
| 7D | -2.4% | +17.1% | -19.5% | -6.1% |
| 30D | -3.8% | -35.1% | +31.3% | +5.1% |
| 3M | +6.4% | -23.3% | +29.7% | +10.6% |
| 6M | +28.8% | +55.8% | -27.0% | +8.1% |
| YTD | +8.8% | +198.0% | -189.1% | -25.6% |
| 1Y | +3.2% | +166.6% | -163.4% | -27.5% |
| 3Y | +44.8% | +427.6% | -382.8% | -27.2% |
| 5Y | +61.8% | +630.6% | -568.8% | -31.3% |
| All | +913.4% | +2,866.9% | -1,953.5% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DELL.
Daily Out/Under-Performance
Portfolio return minus DELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DELL 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 10y: compounded portfolio wealth divided by compounded DELL 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…
10y analysis · Full analysis span regression · 6 months rolling