+19,825.4%
MSFT vs DLTR
+10,981.5%
+8,843.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.6% | +4.5% | -0.1% |
| 7D | -1.4% | -5.8% | +4.4% | -0.3% |
| 30D | -1.0% | -5.2% | +4.2% | -0.2% |
| 3M | +20.2% | +15.2% | +5.0% | +16.8% |
| 6M | +21.3% | +7.1% | +14.1% | +18.8% |
| YTD | +2.8% | +0.8% | +1.9% | +1.5% |
| 1Y | 0.0% | +24.8% | -24.8% | -5.4% |
| 3Y | +51.2% | +6.9% | +44.3% | +42.3% |
| 5Y | +71.4% | +33.2% | +38.2% | +50.8% |
| 10Y | +868.6% | +51.6% | +817.0% | +701.7% |
| All | +19,825.4% | +10,981.5% | +8,843.9% | +10,040.3% |
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