+46.2%
MSFT vs DRI
+68.2%
-22.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -1.3% | +1.1% | -2.3% | -1.3% |
| 30D | -1.8% | +9.7% | -11.5% | -2.3% |
| 3M | +5.6% | +3.2% | +2.5% | +5.4% |
| 6M | +29.8% | +20.6% | +9.2% | +28.0% |
| YTD | +9.0% | +28.3% | -19.2% | +6.3% |
| 1Y | +4.9% | +34.5% | -29.6% | +1.7% |
| 3Y | +46.2% | +66.5% | -20.3% | +44.1% |
| All | +46.2% | +68.2% | -22.0% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling