+5,583.5%
MSFT vs RMBS
+1,339.3%
+4,244.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.4% | -2.2% |
| 7D | -2.7% | -0.3% | -2.3% | -2.7% |
| 30D | +2.7% | -12.2% | +14.9% | +4.3% |
| 3M | +17.0% | -49.5% | +66.5% | +26.7% |
| 6M | +23.8% | -7.1% | +31.0% | +21.4% |
| YTD | +4.0% | -7.0% | +11.0% | +1.1% |
| 1Y | -0.8% | +13.3% | -14.2% | -7.2% |
| 3Y | +55.6% | +49.2% | +6.4% | +35.5% |
| 5Y | +72.9% | +250.0% | -177.1% | +33.0% |
| 10Y | +875.8% | +495.1% | +380.7% | +592.2% |
| All | +5,583.5% | +1,339.3% | +4,244.2% | +1,977.8% |
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