+16,403.1%
MSFT vs DRI
+7,577.6%
+8,825.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% |
| 6M | +23.8% | +8.3% | +15.5% | +20.6% |
| YTD | +4.0% | +20.6% | -16.6% | -1.7% |
| 1Y | -0.8% | +6.5% | -7.3% | -3.6% |
| 3Y | +55.6% | +53.7% | +1.9% | +36.2% |
| 5Y | +72.9% | +72.7% | +0.2% | +46.0% |
| 10Y | +875.8% | +363.2% | +512.7% | +499.2% |
| All | +16,403.1% | +7,577.6% | +8,825.5% | +5,233.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling