+885.0%
MSFT vs DG
+102.6%
+782.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | 0.0% |
| 7D | -1.0% | -4.8% | +3.8% | -0.1% |
| 30D | -2.7% | +1.8% | -4.4% | -3.1% |
| 3M | +22.1% | +14.5% | +7.6% | +18.8% |
| 6M | +20.6% | -13.6% | +34.1% | +23.2% |
| YTD | +2.3% | -4.8% | +7.2% | +2.6% |
| 1Y | -0.5% | +21.6% | -22.1% | -5.2% |
| 3Y | +50.5% | +4.5% | +46.1% | +41.6% |
| 5Y | +72.3% | -38.5% | +110.8% | +90.5% |
| 10Y | +885.0% | +102.2% | +782.8% | +709.3% |
| All | +885.0% | +102.6% | +782.4% | +709.3% |
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