+21,032.7%
MSFT vs DLTR
+12,235.8%
+8,796.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.4% | +0.6% |
| 7D | -1.3% | +5.3% | -6.6% | -2.2% |
| 30D | -1.8% | +13.4% | -15.2% | -4.3% |
| 3M | +5.6% | +6.6% | -1.0% | +4.0% |
| 6M | +29.8% | +59.1% | -29.3% | +18.2% |
| YTD | +9.0% | +12.3% | -3.2% | +5.3% |
| 1Y | +4.9% | +33.9% | -28.9% | -2.1% |
| 3Y | +46.2% | +23.0% | +23.2% | +33.8% |
| 5Y | +62.1% | +22.1% | +40.0% | +45.4% |
| 10Y | +899.6% | +77.5% | +822.2% | +701.8% |
| All | +21,032.7% | +12,235.8% | +8,796.9% | +10,412.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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