-0.5%
MSFT vs DG
+17.9%
-18.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.1% |
| 7D | -1.0% | -4.8% | +3.8% | -0.3% |
| 30D | -2.7% | +1.8% | -4.4% | -3.0% |
| 3M | +22.1% | +14.5% | +7.6% | +19.5% |
| 6M | +20.6% | -13.6% | +34.1% | +20.6% |
| YTD | +2.3% | -4.8% | +7.2% | +1.9% |
| 1Y | -0.5% | +21.6% | -22.1% | -2.9% |
| All | -0.5% | +17.9% | -18.5% | -2.9% |
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