+141.5%
MSFT vs RKLB
+535.5%
-394.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +1.9% | +0.3% |
| 7D | -3.5% | -2.9% | -0.6% | -3.2% |
| 30D | -2.1% | -22.6% | +20.5% | +0.2% |
| 3M | +24.2% | -41.0% | +65.2% | +29.3% |
| 6M | +21.9% | -10.1% | +32.0% | +19.6% |
| YTD | +2.5% | -11.2% | +13.7% | +0.1% |
| 1Y | -0.8% | +34.2% | -35.0% | -8.3% |
| 3Y | +50.8% | +899.4% | -848.6% | +4.8% |
| 5Y | +73.5% | +231.5% | -158.0% | +21.0% |
| All | +141.5% | +535.5% | -394.0% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RKLB.
Daily Out/Under-Performance
Portfolio return minus RKLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKLB 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 RKLB 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