+885.0%
MSFT vs RMD
+269.7%
+615.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -1.0% | -4.7% | +3.7% | +0.6% |
| 30D | -2.7% | +0.2% | -2.9% | -2.8% |
| 3M | +22.1% | +12.0% | +10.1% | +16.8% |
| 6M | +20.6% | -12.5% | +33.1% | +25.1% |
| YTD | +2.3% | -7.9% | +10.2% | +3.8% |
| 1Y | -0.5% | -20.4% | +19.8% | +6.0% |
| 3Y | +50.5% | +53.1% | -2.6% | +17.6% |
| 5Y | +72.3% | -22.1% | +94.5% | +76.8% |
| 10Y | +885.0% | +275.4% | +609.6% | +443.0% |
| All | +885.0% | +269.7% | +615.3% | +443.0% |
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