+885.0%
MSFT vs DIA
+246.0%
+639.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | +0.3% |
| 7D | -1.0% | -1.2% | +0.2% | +0.3% |
| 30D | -2.7% | -2.7% | 0.0% | +0.2% |
| 3M | +22.1% | +3.3% | +18.8% | +18.1% |
| 6M | +20.6% | +10.4% | +10.1% | +8.4% |
| YTD | +2.3% | +10.0% | -7.7% | -7.8% |
| 1Y | -0.5% | +16.2% | -16.7% | -15.6% |
| 3Y | +50.5% | +58.7% | -8.2% | -9.7% |
| 5Y | +72.3% | +63.6% | +8.8% | +1.4% |
| 10Y | +885.0% | +251.0% | +634.0% | +167.3% |
| All | +885.0% | +246.0% | +639.1% | +167.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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