+62.4%
MSFT vs RCL
+292.5%
-230.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -1.3% | -1.2% | -0.1% | -1.1% |
| 30D | -1.8% | +17.8% | -19.7% | -4.8% |
| 3M | +5.6% | +4.9% | +0.7% | +4.4% |
| 6M | +29.8% | +23.7% | +6.1% | +23.9% |
| YTD | +9.0% | +17.8% | -8.8% | +3.3% |
| 1Y | +4.9% | +28.9% | -24.0% | -2.8% |
| 3Y | +46.2% | +241.9% | -195.7% | +5.1% |
| All | +62.4% | +292.5% | -230.1% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling