+145,627.7%
MSFT vs RRC
+1,418.2%
+144,209.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.5% | +2.7% |
| 7D | +7.5% | -10.3% | +17.8% | +8.4% |
| 30D | +1.9% | +19.5% | -17.6% | +0.3% |
| 3M | +9.2% | +27.9% | -18.7% | +6.9% |
| 6M | +31.9% | +21.2% | +10.7% | +29.5% |
| YTD | +13.4% | +39.6% | -26.1% | +10.0% |
| 1Y | +10.6% | +31.3% | -20.6% | +7.7% |
| 3Y | +54.7% | +51.9% | +2.7% | +47.8% |
| 5Y | +69.1% | +110.2% | -41.1% | +54.7% |
| 10Y | +920.4% | +56.7% | +863.7% | +775.5% |
| All | +145,627.7% | +1,418.2% | +144,209.5% | +107,812.0% |
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 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