+878.4%
MSFT vs RRX
+228.4%
+650.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.0% | -0.3% |
| 7D | -0.8% | -0.3% | -0.5% | -0.8% |
| 30D | +0.8% | -6.1% | +7.0% | +2.4% |
| 3M | +27.2% | -23.1% | +50.3% | +34.4% |
| 6M | +22.9% | -19.5% | +42.4% | +26.1% |
| YTD | +3.1% | +16.1% | -12.9% | -6.7% |
| 1Y | -0.3% | +12.9% | -13.2% | -9.7% |
| 3Y | +50.1% | +7.9% | +42.2% | +30.2% |
| 5Y | +74.6% | +19.1% | +55.5% | +41.4% |
| All | +878.4% | +228.4% | +650.0% | +414.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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