+73.5%
MSFT vs DT
-27.0%
+100.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.5% |
| 7D | -2.7% | -3.3% | +0.6% | -1.6% |
| 30D | +2.7% | +2.0% | +0.7% | +1.8% |
| 3M | +17.0% | +20.0% | -3.0% | +9.4% |
| 6M | +23.8% | +39.3% | -15.5% | +9.3% |
| YTD | +4.0% | +19.8% | -15.8% | -3.7% |
| 1Y | -0.8% | +4.3% | -5.1% | -4.4% |
| 3Y | +55.6% | +7.7% | +47.9% | +44.9% |
| All | +73.5% | -27.0% | +100.4% | +55.2% |
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