-0.8%
MSFT vs DG
+23.4%
-24.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.3% |
| 7D | -2.7% | +8.4% | -11.1% | -3.9% |
| 30D | +2.7% | +4.9% | -2.2% | +1.9% |
| 3M | +17.0% | +29.3% | -12.4% | +12.6% |
| 6M | +23.8% | -11.3% | +35.1% | +22.8% |
| YTD | +4.0% | +1.8% | +2.2% | +2.5% |
| 1Y | -0.8% | +25.3% | -26.2% | -4.5% |
| All | -0.8% | +23.4% | -24.3% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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