+71.4%
MSFT vs DIA
+64.1%
+7.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | +0.1% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -1.0% | -2.1% | +1.0% | +1.3% |
| 3M | +20.2% | +4.2% | +16.0% | +15.1% |
| 6M | +21.3% | +11.9% | +9.4% | +7.2% |
| YTD | +2.8% | +10.8% | -8.0% | -8.4% |
| 1Y | 0.0% | +17.5% | -17.6% | -16.8% |
| 3Y | +51.2% | +59.9% | -8.7% | -15.2% |
| 5Y | +71.4% | +64.1% | +7.3% | -6.2% |
| All | +71.4% | +64.1% | +7.3% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling