-0.8%
MSFT vs RNG
+120.2%
-121.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.3% |
| 7D | -3.5% | -9.6% | +6.1% | -2.2% |
| 30D | -2.1% | +8.8% | -10.9% | -3.1% |
| 3M | +24.2% | +78.6% | -54.5% | +13.5% |
| 6M | +21.9% | +70.3% | -48.4% | +11.6% |
| YTD | +2.5% | +140.3% | -137.9% | -10.4% |
| 1Y | -0.8% | +126.6% | -127.4% | -13.4% |
| All | -0.8% | +120.2% | -121.0% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling