+72.3%
MSFT vs DELL
+1,129.8%
-1,057.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | -1.0% | +8.7% | -9.8% | -2.5% |
| 30D | -2.7% | +16.9% | -19.6% | -5.7% |
| 3M | +22.1% | +40.4% | -18.3% | +13.1% |
| 6M | +20.6% | +267.1% | -246.5% | -9.1% |
| YTD | +2.3% | +329.1% | -326.8% | -26.1% |
| 1Y | -0.5% | +346.9% | -347.5% | -29.5% |
| 3Y | +50.5% | +696.6% | -646.1% | -17.1% |
| 5Y | +72.3% | +1,106.2% | -1,033.8% | -23.4% |
| All | +72.3% | +1,129.8% | -1,057.5% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling