+915.1%
MSFT vs RNG
+234.5%
+680.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | -1.3% | +4.6% | -5.9% | -2.2% |
| 30D | -1.8% | +0.4% | -2.3% | -2.1% |
| 3M | +5.6% | +11.4% | -5.8% | +2.9% |
| 6M | +29.8% | +95.7% | -65.9% | +10.8% |
| YTD | +9.0% | +162.9% | -153.9% | -14.7% |
| 1Y | +4.9% | +180.3% | -175.3% | -19.1% |
| 3Y | +46.2% | +188.3% | -142.1% | +5.8% |
| 5Y | +62.1% | -72.5% | +134.6% | +90.4% |
| All | +915.1% | +234.5% | +680.6% | +511.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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