+48.9%
MSFT vs DTE
+47.2%
+1.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.6% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -2.7% | -0.5% | -2.1% | -2.7% |
| 3M | +22.1% | -6.0% | +28.1% | +21.5% |
| 6M | +20.6% | -7.2% | +27.8% | +20.1% |
| YTD | +2.3% | +7.2% | -4.9% | +2.1% |
| 1Y | -0.5% | +4.1% | -4.6% | -0.7% |
| All | +48.9% | +47.2% | +1.7% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling