+872.1%
MSFT vs RNG
+223.4%
+648.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.3% |
| 7D | -3.5% | -9.6% | +6.1% | -1.5% |
| 30D | -2.1% | +8.8% | -10.9% | -3.9% |
| 3M | +24.2% | +78.6% | -54.5% | +8.6% |
| 6M | +21.9% | +70.3% | -48.4% | +6.8% |
| YTD | +2.5% | +140.3% | -137.9% | -18.0% |
| 1Y | -0.8% | +126.6% | -127.4% | -20.0% |
| 3Y | +50.8% | +120.2% | -69.4% | +15.9% |
| 5Y | +73.5% | -68.3% | +141.8% | +93.6% |
| All | +872.1% | +223.4% | +648.6% | +491.3% |
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