+64.6%
MSFT vs RKT
+1.9%
+62.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.2% |
| 7D | +1.7% | +17.7% | -16.0% | -0.5% |
| 30D | +0.2% | +31.6% | -31.5% | -3.5% |
| 3M | +6.4% | +13.9% | -7.6% | +4.2% |
| 6M | +28.7% | +2.8% | +25.9% | +26.9% |
| YTD | +10.4% | -22.2% | +32.6% | +12.1% |
| 1Y | +7.6% | -3.5% | +11.1% | +5.6% |
| 3Y | +52.3% | +95.3% | -43.0% | +17.2% |
| All | +64.6% | +1.9% | +62.7% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling