+63.3%
MSFT vs RMBS
+249.4%
-186.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.7% | -8.0% | -3.2% |
| 7D | -6.2% | +3.0% | -9.2% | -6.9% |
| 30D | -3.7% | -15.5% | +11.8% | -1.6% |
| 3M | +3.6% | -11.5% | +15.1% | +4.5% |
| 6M | +26.8% | -36.5% | +63.3% | +32.3% |
| YTD | +8.4% | -7.1% | +15.5% | +1.2% |
| 1Y | +3.3% | -18.7% | +21.9% | -1.2% |
| 3Y | +44.3% | +36.2% | +8.1% | +11.3% |
| 5Y | +63.3% | +252.0% | -188.7% | -22.6% |
| All | +63.3% | +249.4% | -186.1% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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