+922.9%
MSFT vs RMD
+340.4%
+582.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | +2.3% | +3.1% | -0.8% | +1.4% |
| 30D | -0.4% | +1.8% | -2.1% | -1.2% |
| 3M | +5.6% | +6.7% | -1.1% | +2.9% |
| 6M | +29.0% | +13.9% | +15.1% | +21.9% |
| YTD | +10.9% | -2.0% | +13.0% | +9.9% |
| 1Y | +6.2% | -5.4% | +11.6% | +6.4% |
| 3Y | +47.6% | +67.4% | -19.8% | +11.8% |
| 5Y | +67.9% | -5.7% | +73.7% | +58.8% |
| 10Y | +922.9% | +338.4% | +584.5% | +425.1% |
| All | +922.9% | +340.4% | +582.5% | +425.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling