+153.9%
MSFT vs RKT
-4.5%
+158.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -6.2% | -3.8% | -2.4% | -5.9% |
| 30D | -3.7% | +32.8% | -36.5% | -6.3% |
| 3M | +3.6% | +0.8% | +2.8% | +3.3% |
| 6M | +26.8% | -2.6% | +29.4% | +26.3% |
| YTD | +8.4% | -25.4% | +33.9% | +10.0% |
| 1Y | +3.3% | -19.1% | +22.4% | +3.8% |
| 3Y | +44.3% | +83.2% | -38.9% | +27.3% |
| 5Y | +63.3% | +0.8% | +62.5% | +46.4% |
| All | +153.9% | -4.5% | +158.4% | +121.6% |
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