+133,470.8%
MSFT vs RRC
+1,202.2%
+132,268.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -2.0% |
| 7D | -2.7% | +1.3% | -4.0% | -2.8% |
| 30D | +2.7% | +10.1% | -7.4% | +1.9% |
| 3M | +17.0% | +4.0% | +13.0% | +16.5% |
| 6M | +23.8% | +1.6% | +22.2% | +23.5% |
| YTD | +4.0% | +19.7% | -15.7% | +2.2% |
| 1Y | -0.8% | +21.4% | -22.2% | -2.7% |
| 3Y | +55.6% | +29.7% | +25.9% | +50.7% |
| 5Y | +72.9% | +153.9% | -81.0% | +55.9% |
| 10Y | +875.8% | +10.8% | +865.0% | +760.3% |
| All | +133,470.8% | +1,202.2% | +132,268.6% | +100,218.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling