+72.3%
MSFT vs RNG
-70.2%
+142.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -1.0% | -4.1% | +3.0% | -0.4% |
| 30D | -2.7% | +8.6% | -11.3% | -4.1% |
| 3M | +22.1% | +78.0% | -55.9% | +9.4% |
| 6M | +20.6% | +67.0% | -46.5% | +8.5% |
| YTD | +2.3% | +142.4% | -140.1% | -14.8% |
| 1Y | -0.5% | +120.4% | -121.0% | -16.2% |
| 3Y | +50.5% | +122.1% | -71.6% | +21.3% |
| 5Y | +72.3% | -69.8% | +142.2% | +75.5% |
| All | +72.3% | -70.2% | +142.5% | +75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling