+920.4%
MSFT vs RRC
+63.1%
+857.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.5% | +2.7% |
| 7D | +7.5% | -10.3% | +17.8% | +8.5% |
| 30D | +1.9% | +19.5% | -17.6% | +0.1% |
| 3M | +9.2% | +27.9% | -18.7% | +6.6% |
| 6M | +31.9% | +21.2% | +10.7% | +29.1% |
| YTD | +13.4% | +39.6% | -26.1% | +9.4% |
| 1Y | +10.6% | +31.3% | -20.6% | +7.2% |
| 3Y | +54.7% | +51.9% | +2.7% | +46.7% |
| 5Y | +69.1% | +110.2% | -41.1% | +52.9% |
| 10Y | +920.4% | +56.7% | +863.7% | +711.0% |
| All | +920.4% | +63.1% | +857.3% | +711.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling