+915.1%
MSFT vs DG
+105.2%
+809.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -1.3% | +0.3% | -1.6% | -1.3% |
| 30D | -1.8% | +3.2% | -5.1% | -2.6% |
| 3M | +5.6% | +10.4% | -4.8% | +3.4% |
| 6M | +29.8% | +33.2% | -3.4% | +22.4% |
| YTD | +9.0% | +3.0% | +6.0% | +7.4% |
| 1Y | +4.9% | +31.2% | -26.3% | -1.5% |
| 3Y | +46.2% | +21.8% | +24.4% | +32.1% |
| 5Y | +62.1% | -35.0% | +97.1% | +78.4% |
| All | +915.1% | +105.2% | +809.9% | +723.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling