+17,905.1%
MSFT vs DRI
+8,100.2%
+9,804.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.4% |
| 7D | +7.5% | +3.1% | +4.4% | +6.8% |
| 30D | +1.9% | +16.2% | -14.4% | -1.7% |
| 3M | +9.2% | +8.4% | +0.9% | +6.9% |
| 6M | +31.9% | +19.0% | +12.9% | +25.7% |
| YTD | +13.4% | +28.8% | -15.4% | +5.5% |
| 1Y | +10.6% | +33.1% | -22.5% | +1.9% |
| 3Y | +54.7% | +70.8% | -16.1% | +31.9% |
| 5Y | +69.1% | +74.2% | -5.2% | +42.5% |
| 10Y | +920.4% | +345.5% | +574.9% | +532.0% |
| All | +17,905.1% | +8,100.2% | +9,804.9% | +5,621.0% |
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