+71.4%
MSFT vs DG
-37.3%
+108.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.9% | -0.8% |
| 7D | -1.4% | -2.5% | +1.0% | -1.2% |
| 30D | -1.0% | +1.0% | -2.0% | -1.1% |
| 3M | +20.2% | +20.3% | -0.1% | +18.5% |
| 6M | +21.3% | -11.7% | +33.0% | +21.7% |
| YTD | +2.8% | -2.3% | +5.1% | +2.6% |
| 1Y | 0.0% | +20.0% | -20.0% | -1.6% |
| 3Y | +51.2% | +7.2% | +44.0% | +49.1% |
| 5Y | +71.4% | -37.9% | +109.4% | +92.7% |
| All | +71.4% | -37.3% | +108.7% | +92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling