+9.0%
MSFT vs DOW
+50.2%
-41.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -3.2% | +9.9% | +6.4% |
| 7D | +4.7% | -4.2% | +8.9% | +4.4% |
| 30D | +5.8% | +14.7% | -8.9% | +6.9% |
| 3M | +13.0% | +9.1% | +3.9% | +13.8% |
| 6M | +34.9% | -17.7% | +52.6% | +34.2% |
| YTD | +15.7% | +44.6% | -29.0% | +19.8% |
| 1Y | +9.0% | +51.9% | -42.9% | +12.7% |
| All | +9.0% | +50.2% | -41.3% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 1y: compounded portfolio wealth divided by compounded DOW 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…
1y analysis · Full analysis span regression · 6 months rolling