-0.5%
MSFT vs DIA
+16.7%
-17.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | +0.1% |
| 7D | -1.0% | -1.2% | +0.2% | -0.1% |
| 30D | -2.7% | -2.7% | 0.0% | -0.8% |
| 3M | +22.1% | +3.3% | +18.8% | +19.9% |
| 6M | +20.6% | +10.4% | +10.1% | +13.5% |
| YTD | +2.3% | +10.0% | -7.7% | -3.3% |
| 1Y | -0.5% | +16.2% | -16.7% | -8.2% |
| All | -0.5% | +16.7% | -17.2% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling