+872.1%
MSFT vs DOV
+296.6%
+575.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.1% |
| 7D | -3.5% | -1.9% | -1.5% | -2.7% |
| 30D | -2.1% | -9.9% | +7.8% | +2.3% |
| 3M | +24.2% | -12.1% | +36.3% | +30.5% |
| 6M | +21.9% | -10.4% | +32.3% | +25.9% |
| YTD | +2.5% | -3.3% | +5.8% | +1.7% |
| 1Y | -0.8% | +7.8% | -8.5% | -6.9% |
| 3Y | +50.8% | +36.3% | +14.4% | +22.7% |
| 5Y | +73.5% | +14.8% | +58.7% | +51.2% |
| All | +872.1% | +296.6% | +575.5% | +434.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DOV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling