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  • MSFT vs DRI✓SelectedUSD · DRIMSFT vs DRI performance historyLatest closeAs of-2.04%09/04
Stock and ETF performance explorer

MSFT vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+16,403.1%
DRI return
+7,577.6%
Excess return
+8,825.5%
Maximum drawdown
-69.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
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