+73.5%
MSFT vs DRI
+72.9%
+0.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -2.7% | +0.6% | -3.3% | -2.8% |
| 30D | +2.7% | +3.8% | -1.1% | +1.6% |
| 3M | +17.0% | +13.0% | +3.9% | +12.6% |
| 6M | +23.8% | +8.3% | +15.5% | +20.3% |
| YTD | +4.0% | +20.6% | -16.6% | -2.7% |
| 1Y | -0.8% | +6.5% | -7.3% | -3.7% |
| 3Y | +55.6% | +53.7% | +1.9% | +28.8% |
| All | +73.5% | +72.9% | +0.6% | +30.4% |
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