+47.6%
MSFT vs DOW
-22.9%
+70.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.3% |
| 7D | +2.3% | -6.8% | +9.2% | +2.8% |
| 30D | -0.4% | +10.8% | -11.1% | -1.1% |
| 3M | +5.6% | +4.1% | +1.4% | +5.1% |
| 6M | +29.0% | -12.7% | +41.7% | +30.2% |
| YTD | +10.9% | +39.2% | -28.3% | +5.4% |
| 1Y | +6.2% | +49.5% | -43.2% | -0.3% |
| 3Y | +47.6% | -24.4% | +72.0% | +53.2% |
| All | +47.6% | -22.9% | +70.5% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling