+868.6%
MSFT vs DRI
+350.3%
+518.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.7% | -0.7% |
| 7D | -1.4% | -1.2% | -0.2% | -1.1% |
| 30D | -1.0% | -0.4% | -0.6% | -1.1% |
| 3M | +20.2% | +9.5% | +10.7% | +17.0% |
| 6M | +21.3% | +6.5% | +14.8% | +18.5% |
| YTD | +2.8% | +18.4% | -15.6% | -2.6% |
| 1Y | 0.0% | +4.2% | -4.3% | -2.4% |
| 3Y | +51.2% | +57.1% | -5.9% | +30.4% |
| 5Y | +71.4% | +70.4% | +1.0% | +43.0% |
| 10Y | +868.6% | +354.0% | +514.6% | +546.5% |
| All | +868.6% | +350.3% | +518.3% | +546.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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