+15,745.5%
MSFT vs RMD
+36,837.6%
-21,092.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -2.0% |
| 7D | -2.7% | -5.0% | +2.3% | -1.8% |
| 30D | +2.7% | +2.2% | +0.5% | +2.2% |
| 3M | +17.0% | +17.8% | -0.9% | +13.1% |
| 6M | +23.8% | -11.3% | +35.2% | +26.0% |
| YTD | +4.0% | -4.4% | +8.4% | +4.1% |
| 1Y | -0.8% | -15.7% | +14.9% | +1.5% |
| 3Y | +55.6% | +47.7% | +7.9% | +40.4% |
| 5Y | +72.9% | -19.2% | +92.1% | +73.4% |
| 10Y | +875.8% | +280.4% | +595.4% | +648.8% |
| All | +15,745.5% | +36,837.6% | -21,092.1% | +8,546.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling