+1,814.3%
MSFT vs RNG
+338.4%
+1,475.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.7% | -2.7% |
| 7D | -6.2% | -3.5% | -2.7% | -5.6% |
| 30D | -3.7% | -3.8% | +0.1% | -3.1% |
| 3M | +3.6% | +18.6% | -14.9% | -0.1% |
| 6M | +26.8% | +69.2% | -42.4% | +12.6% |
| YTD | +8.4% | +161.9% | -153.4% | -13.4% |
| 1Y | +3.3% | +176.2% | -172.9% | -18.5% |
| 3Y | +44.3% | +174.5% | -130.2% | +8.6% |
| 5Y | +63.3% | -71.9% | +135.3% | +81.8% |
| 10Y | +894.4% | +235.4% | +659.0% | +594.3% |
| All | +1,814.3% | +338.4% | +1,475.9% | +1,214.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling