+9.0%
MSFT vs RRC
+44.7%
-35.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -3.5% | +10.2% | +6.7% |
| 7D | +4.7% | -6.8% | +11.4% | +4.7% |
| 30D | +5.8% | +34.7% | -28.9% | +5.6% |
| 3M | +13.0% | +31.5% | -18.5% | +12.8% |
| 6M | +34.9% | +21.8% | +13.1% | +33.3% |
| YTD | +15.7% | +48.9% | -33.2% | +16.3% |
| 1Y | +9.0% | +42.1% | -33.1% | +8.2% |
| All | +9.0% | +44.7% | -35.7% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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