+348.1%
MSFT vs DOW
-15.9%
+364.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -1.0% | -6.0% | +5.0% | +0.3% |
| 30D | -2.7% | -2.7% | +0.1% | -2.2% |
| 3M | +22.1% | -10.5% | +32.6% | +24.6% |
| 6M | +20.6% | -12.4% | +33.0% | +22.3% |
| YTD | +2.3% | +30.0% | -27.7% | -6.8% |
| 1Y | -0.5% | +27.8% | -28.3% | -9.8% |
| 3Y | +50.5% | -34.9% | +85.5% | +61.0% |
| 5Y | +72.3% | -35.9% | +108.2% | +82.6% |
| All | +348.1% | -15.9% | +364.0% | +269.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling