+868.6%
MSFT vs RCL
+344.6%
+524.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -1.4% | -0.5% | -1.0% | -1.3% |
| 30D | -1.0% | -17.3% | +16.3% | +2.0% |
| 3M | +20.2% | -2.8% | +22.9% | +20.3% |
| 6M | +21.3% | -4.4% | +25.7% | +21.2% |
| YTD | +2.8% | -4.2% | +7.0% | +1.8% |
| 1Y | 0.0% | -23.4% | +23.3% | +2.3% |
| 3Y | +51.2% | +179.4% | -128.2% | +22.1% |
| 5Y | +71.4% | +238.8% | -167.3% | +28.8% |
| 10Y | +868.6% | +350.2% | +518.4% | +622.3% |
| All | +868.6% | +344.6% | +524.0% | +622.3% |
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