+878.4%
MSFT vs DGX
+255.3%
+623.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.0% | +0.1% |
| 7D | -0.8% | -0.9% | +0.1% | -0.5% |
| 30D | +0.8% | -1.2% | +2.0% | +1.2% |
| 3M | +27.2% | +15.8% | +11.4% | +20.9% |
| 6M | +22.9% | +18.2% | +4.7% | +15.7% |
| YTD | +3.1% | +37.2% | -34.1% | -8.3% |
| 1Y | -0.3% | +30.4% | -30.6% | -10.0% |
| 3Y | +50.1% | +96.7% | -46.6% | +12.1% |
| 5Y | +74.6% | +67.2% | +7.5% | +37.9% |
| All | +878.4% | +255.3% | +623.0% | +458.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling