+878.4%
MSFT vs DHI
+414.5%
+463.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.2% |
| 7D | -0.8% | -3.4% | +2.6% | 0.0% |
| 30D | +0.8% | -5.4% | +6.3% | +2.2% |
| 3M | +27.2% | -10.4% | +37.7% | +30.2% |
| 6M | +22.9% | -2.8% | +25.7% | +22.5% |
| YTD | +3.1% | -3.4% | +6.5% | +2.2% |
| 1Y | -0.3% | -22.9% | +22.6% | +4.6% |
| 3Y | +50.1% | +20.7% | +29.4% | +31.0% |
| 5Y | +74.6% | +62.1% | +12.5% | +34.2% |
| All | +878.4% | +414.5% | +463.9% | +416.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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