+915.1%
MSFT vs DIA
+235.1%
+680.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | 0.0% |
| 7D | -1.3% | +2.1% | -3.4% | -3.4% |
| 30D | -1.8% | +1.5% | -3.3% | -3.3% |
| 3M | +5.6% | -2.4% | +8.1% | +8.5% |
| 6M | +29.8% | +6.0% | +23.8% | +22.2% |
| YTD | +9.0% | +10.1% | -1.1% | -1.8% |
| 1Y | +4.9% | +11.8% | -6.9% | -7.1% |
| 3Y | +46.2% | +59.7% | -13.5% | -12.9% |
| 5Y | +62.1% | +57.9% | +4.2% | -1.1% |
| All | +915.1% | +235.1% | +680.0% | +171.5% |
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