+5,858.5%
MSFT vs RMBS
+1,284.9%
+4,573.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.6% |
| 7D | -1.3% | +10.3% | -11.6% | -2.6% |
| 30D | -1.8% | -10.7% | +8.9% | -0.8% |
| 3M | +5.6% | -17.2% | +22.8% | +7.4% |
| 6M | +29.8% | -39.0% | +68.8% | +35.4% |
| YTD | +9.0% | -10.5% | +19.5% | +5.7% |
| 1Y | +4.9% | -11.0% | +15.9% | +1.7% |
| 3Y | +46.2% | +31.3% | +14.9% | +28.9% |
| 5Y | +62.1% | +242.8% | -180.7% | +24.2% |
| 10Y | +899.6% | +536.9% | +362.7% | +599.3% |
| All | +5,858.5% | +1,284.9% | +4,573.6% | +2,073.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling