-0.3%
MSFT vs DELL
+359.9%
-360.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.0% | -11.3% | -0.2% |
| 7D | -0.8% | +8.2% | -9.0% | -1.4% |
| 30D | +0.8% | +17.1% | -16.2% | -0.4% |
| 3M | +27.2% | +45.2% | -17.9% | +22.4% |
| 6M | +22.9% | +286.8% | -263.9% | +12.2% |
| YTD | +3.1% | +354.8% | -351.6% | -6.9% |
| 1Y | -0.3% | +358.3% | -358.5% | -8.6% |
| All | -0.3% | +359.9% | -360.2% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling