+71.4%
MSFT vs DOW
-37.1%
+108.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -1.4% | -2.9% | +1.5% | -1.0% |
| 30D | -1.0% | +2.0% | -3.0% | -1.5% |
| 3M | +20.2% | -12.5% | +32.7% | +22.5% |
| 6M | +21.3% | -9.2% | +30.5% | +21.5% |
| YTD | +2.8% | +30.8% | -28.0% | -4.9% |
| 1Y | 0.0% | +29.4% | -29.4% | -7.9% |
| 3Y | +51.2% | -34.6% | +85.8% | +64.2% |
| 5Y | +71.4% | -35.9% | +107.4% | +85.1% |
| All | +71.4% | -37.1% | +108.6% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling