+139.5%
MSFT vs RKT
-11.2%
+150.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.2% |
| 7D | -1.0% | -1.0% | -0.1% | -1.0% |
| 30D | -2.7% | -2.4% | -0.3% | -2.5% |
| 3M | +22.1% | +1.9% | +20.2% | +21.4% |
| 6M | +20.6% | -13.9% | +34.4% | +21.3% |
| YTD | +2.3% | -30.6% | +32.9% | +4.7% |
| 1Y | -0.5% | -34.4% | +33.8% | +2.0% |
| 3Y | +50.5% | +38.2% | +12.3% | +37.2% |
| 5Y | +72.3% | -9.7% | +82.0% | +55.9% |
| All | +139.5% | -11.2% | +150.7% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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