+55.1%
MSFT vs RIVN
-85.0%
+140.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -3.5% | +0.9% | -4.3% | -3.6% |
| 30D | -2.1% | -1.9% | -0.2% | -1.9% |
| 3M | +24.2% | +8.7% | +15.4% | +22.2% |
| 6M | +21.9% | -3.0% | +24.8% | +20.9% |
| YTD | +2.5% | -18.6% | +21.0% | +3.1% |
| 1Y | -0.8% | +15.4% | -16.2% | -4.8% |
| 3Y | +50.8% | -30.5% | +81.3% | +46.2% |
| All | +55.1% | -85.0% | +140.1% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIVN.
Daily Out/Under-Performance
Portfolio return minus RIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIVN 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 RIVN 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