+13.0%
MSFT vs RAM
-38.6%
+51.6%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -10.3% | +17.0% | +6.5% |
| 7D | +4.7% | -31.3% | +35.9% | +4.3% |
| 30D | +5.8% | -49.4% | +55.2% | +3.1% |
| 3M | +13.0% | -41.4% | +54.4% | +12.5% |
| All | +13.0% | -38.6% | +51.6% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 3mo: compounded portfolio wealth divided by compounded RAM 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…
3mo analysis · Full analysis span regression · Available span rolling