+6.2%
MSFT vs DT
-8.6%
+14.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.9% |
| 7D | +2.3% | -7.5% | +9.9% | +4.7% |
| 30D | -0.4% | -31.5% | +31.2% | +11.5% |
| 3M | +5.6% | -14.0% | +19.6% | +8.7% |
| 6M | +29.0% | +6.9% | +22.1% | +21.1% |
| YTD | +10.9% | +0.3% | +10.6% | +4.5% |
| 1Y | +6.2% | -6.9% | +13.1% | +0.9% |
| All | +6.2% | -8.6% | +14.9% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling