+131,933.8%
MSFT vs DTE
+3,521.9%
+128,411.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.5% |
| 7D | -1.4% | +0.9% | -2.3% | -1.7% |
| 30D | -1.0% | -1.9% | +0.8% | -0.4% |
| 3M | +20.2% | -3.3% | +23.5% | +21.4% |
| 6M | +21.3% | -7.1% | +28.4% | +23.7% |
| YTD | +2.8% | +8.1% | -5.3% | -1.2% |
| 1Y | 0.0% | +5.3% | -5.3% | -3.0% |
| 3Y | +51.2% | +48.2% | +3.1% | +26.0% |
| 5Y | +71.4% | +33.2% | +38.2% | +47.7% |
| 10Y | +868.6% | +137.5% | +731.1% | +537.7% |
| All | +131,933.8% | +3,521.9% | +128,411.9% | +30,613.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling