+64.6%
MSFT vs DT
-43.4%
+108.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | +1.7% | -24.7% | +26.4% | +10.8% |
| 30D | +0.2% | -27.4% | +27.5% | +10.4% |
| 3M | +6.4% | -11.1% | +17.5% | +9.2% |
| 6M | +28.7% | +13.7% | +15.0% | +20.3% |
| YTD | +10.4% | +0.2% | +10.2% | +7.1% |
| 1Y | +7.6% | -5.7% | +13.3% | +6.3% |
| 3Y | +52.3% | -8.1% | +60.4% | +47.8% |
| All | +64.6% | -43.4% | +108.0% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling