+872.1%
MSFT vs DTE
+141.0%
+731.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.6% |
| 7D | -3.5% | -2.0% | -1.5% | -2.9% |
| 30D | -2.1% | -2.4% | +0.3% | -1.4% |
| 3M | +24.2% | -7.3% | +31.5% | +26.9% |
| 6M | +21.9% | -7.6% | +29.5% | +24.2% |
| YTD | +2.5% | +5.8% | -3.3% | -0.5% |
| 1Y | -0.8% | +2.3% | -3.1% | -2.6% |
| 3Y | +50.8% | +45.0% | +5.8% | +27.3% |
| 5Y | +73.5% | +33.2% | +40.3% | +50.4% |
| All | +872.1% | +141.0% | +731.1% | +563.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling