+4,678.8%
MSFT vs DIA
+1,144.9%
+3,533.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.5% |
| 7D | -2.7% | -0.2% | -2.5% | -2.5% |
| 30D | +2.7% | -1.5% | +4.2% | +4.4% |
| 3M | +17.0% | +3.8% | +13.2% | +12.6% |
| 6M | +23.8% | +10.3% | +13.6% | +11.5% |
| YTD | +4.0% | +12.1% | -8.1% | -8.1% |
| 1Y | -0.8% | +18.6% | -19.5% | -17.6% |
| 3Y | +55.6% | +60.6% | -5.0% | -6.8% |
| 5Y | +72.9% | +64.4% | +8.5% | +2.6% |
| 10Y | +875.8% | +250.1% | +625.7% | +162.3% |
| All | +4,678.8% | +1,144.9% | +3,533.9% | +245.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling