+2,181.0%
MSFT vs DG
+606.1%
+1,574.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.3% |
| 7D | -2.7% | +8.4% | -11.1% | -4.2% |
| 30D | +2.7% | +4.9% | -2.2% | +1.7% |
| 3M | +17.0% | +29.3% | -12.4% | +11.2% |
| 6M | +23.8% | -11.3% | +35.1% | +25.9% |
| YTD | +4.0% | +1.8% | +2.2% | +3.0% |
| 1Y | -0.8% | +25.3% | -26.2% | -6.0% |
| 3Y | +55.6% | +9.1% | +46.5% | +45.5% |
| 5Y | +72.9% | -34.9% | +107.8% | +82.9% |
| 10Y | +875.8% | +108.2% | +767.7% | +693.7% |
| All | +2,181.0% | +606.1% | +1,574.9% | +1,303.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling