+51.2%
MSFT vs RKT
+40.6%
+10.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.1% |
| 7D | -1.4% | +6.0% | -7.4% | -1.7% |
| 30D | -1.0% | +0.7% | -1.7% | -1.1% |
| 3M | +20.2% | +11.8% | +8.4% | +19.3% |
| 6M | +21.3% | -7.6% | +28.9% | +21.2% |
| YTD | +2.8% | -28.7% | +31.5% | +3.8% |
| 1Y | 0.0% | -32.6% | +32.5% | +1.1% |
| 3Y | +51.2% | +42.1% | +9.1% | +50.0% |
| All | +51.2% | +40.6% | +10.6% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling