+64.6%
MSFT vs DRI
+73.9%
-9.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | +1.7% | +2.8% | -1.1% | +1.0% |
| 30D | +0.2% | +13.3% | -13.1% | -2.9% |
| 3M | +6.4% | +8.2% | -1.8% | +4.0% |
| 6M | +28.7% | +17.5% | +11.2% | +22.4% |
| YTD | +10.4% | +26.9% | -16.5% | +1.7% |
| 1Y | +7.6% | +31.6% | -23.9% | -2.2% |
| 3Y | +52.3% | +67.0% | -14.6% | +21.5% |
| All | +64.6% | +73.9% | -9.3% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling