+161.5%
MSFT vs RKLB
+543.2%
-381.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.5% | -8.7% | -2.8% |
| 7D | +2.3% | +15.2% | -12.9% | +0.7% |
| 30D | -0.4% | -8.1% | +7.7% | 0.0% |
| 3M | +5.6% | -21.7% | +27.2% | +7.4% |
| 6M | +29.0% | -40.5% | +69.5% | +32.8% |
| YTD | +10.9% | -10.1% | +21.0% | +7.7% |
| 1Y | +6.2% | +20.8% | -14.6% | -0.6% |
| 3Y | +47.6% | +1,335.0% | -1,287.4% | -2.4% |
| 5Y | +67.9% | +329.8% | -261.9% | +15.8% |
| All | +161.5% | +543.2% | -381.7% | +80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling