+71.4%
MSFT vs RMD
-21.0%
+92.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.5% |
| 7D | -1.4% | -4.5% | +3.0% | -0.5% |
| 30D | -1.0% | +4.6% | -5.6% | -2.0% |
| 3M | +20.2% | +14.8% | +5.4% | +16.3% |
| 6M | +21.3% | -12.1% | +33.3% | +24.3% |
| YTD | +2.8% | -7.5% | +10.3% | +3.8% |
| 1Y | 0.0% | -20.1% | +20.0% | +4.5% |
| 3Y | +51.2% | +53.9% | -2.7% | +25.3% |
| 5Y | +71.4% | -22.2% | +93.6% | +85.5% |
| All | +71.4% | -21.0% | +92.4% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling