+2,278.8%
MSFT vs DG
+632.1%
+1,646.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -6.2% | -3.0% | -3.3% | -5.7% |
| 30D | -3.7% | +8.6% | -12.3% | -5.4% |
| 3M | +3.6% | +15.0% | -11.4% | +0.6% |
| 6M | +26.8% | +32.7% | -5.9% | +19.7% |
| YTD | +8.4% | +5.5% | +2.9% | +6.4% |
| 1Y | +3.3% | +34.6% | -31.3% | -3.5% |
| 3Y | +44.3% | +24.2% | +20.0% | +30.8% |
| 5Y | +63.3% | -32.3% | +95.6% | +71.1% |
| 10Y | +894.4% | +111.1% | +783.3% | +705.3% |
| All | +2,278.8% | +632.1% | +1,646.7% | +1,350.5% |
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 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