+1,735.6%
MSFT vs RNG
+327.7%
+1,407.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.8% | -1.3% |
| 7D | -2.7% | +5.8% | -8.5% | -3.8% |
| 30D | +2.7% | +19.6% | -16.9% | -0.8% |
| 3M | +17.0% | +67.0% | -50.1% | +4.7% |
| 6M | +23.8% | +88.4% | -64.5% | +7.5% |
| YTD | +4.0% | +155.5% | -151.5% | -16.3% |
| 1Y | -0.8% | +141.7% | -142.5% | -19.7% |
| 3Y | +55.6% | +131.1% | -75.5% | +21.3% |
| 5Y | +72.9% | -70.6% | +143.5% | +89.5% |
| 10Y | +875.8% | +228.2% | +647.6% | +585.9% |
| All | +1,735.6% | +327.7% | +1,407.8% | +1,170.5% |
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 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