+143.5%
MSFT vs RKT
-7.0%
+150.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.9% |
| 7D | -2.7% | +2.1% | -4.8% | -2.9% |
| 30D | +2.7% | +1.4% | +1.3% | +2.5% |
| 3M | +17.0% | +6.3% | +10.7% | +15.8% |
| 6M | +23.8% | -15.5% | +39.3% | +24.8% |
| YTD | +4.0% | -27.4% | +31.4% | +5.9% |
| 1Y | -0.8% | -26.6% | +25.8% | +0.6% |
| 3Y | +55.6% | +41.2% | +14.4% | +41.6% |
| 5Y | +72.9% | -6.4% | +79.3% | +55.8% |
| All | +143.5% | -7.0% | +150.5% | +113.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling