+913.4%
MSFT vs RCL
+338.4%
+575.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +1.0% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -3.8% | +14.4% | -18.1% | -5.9% |
| 3M | +6.4% | +5.2% | +1.2% | +5.3% |
| 6M | +28.8% | +26.1% | +2.6% | +23.3% |
| YTD | +8.8% | +17.4% | -8.5% | +4.1% |
| 1Y | +3.2% | +24.7% | -21.5% | -2.6% |
| 3Y | +44.8% | +250.9% | -206.1% | +12.4% |
| 5Y | +61.8% | +293.8% | -232.0% | +18.2% |
| All | +913.4% | +338.4% | +575.0% | +632.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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