+885.0%
MSFT vs RRC
+4.5%
+880.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -1.0% | -1.7% | +0.7% | -0.9% |
| 30D | -2.7% | +3.6% | -6.3% | -3.0% |
| 3M | +22.1% | +8.8% | +13.3% | +21.1% |
| 6M | +20.6% | +0.8% | +19.8% | +20.2% |
| YTD | +2.3% | +19.0% | -16.7% | +0.4% |
| 1Y | -0.5% | +22.9% | -23.5% | -2.9% |
| 3Y | +50.5% | +32.3% | +18.2% | +44.8% |
| 5Y | +72.3% | +151.6% | -79.2% | +53.9% |
| 10Y | +885.0% | +5.5% | +879.5% | +695.5% |
| All | +885.0% | +4.5% | +880.5% | +695.5% |
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