+4.9%
MSFT vs DG
+31.9%
-26.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -2.5% |
| 3M | +5.6% | +10.4% | -4.8% | +3.5% |
| 6M | +29.8% | +33.2% | -3.4% | +23.4% |
| YTD | +9.0% | +3.0% | +6.0% | +6.7% |
| 1Y | +4.9% | +31.2% | -26.3% | +0.5% |
| All | +4.9% | +31.9% | -26.9% | +0.5% |
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