+51.2%
MSFT vs RNG
+120.7%
-69.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -0.6% |
| 7D | -1.4% | -0.8% | -0.6% | -1.3% |
| 30D | -1.0% | +11.4% | -12.4% | -2.4% |
| 3M | +20.2% | +72.1% | -51.9% | +11.3% |
| 6M | +21.3% | +67.9% | -46.7% | +12.1% |
| YTD | +2.8% | +144.3% | -141.6% | -9.7% |
| 1Y | 0.0% | +117.5% | -117.6% | -11.2% |
| 3Y | +51.2% | +123.9% | -72.6% | +34.1% |
| All | +51.2% | +120.7% | -69.4% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling