+139,934.1%
MSFT vs RRX
+4,247.4%
+135,686.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.8% |
| 7D | -1.3% | +4.3% | -5.6% | -2.4% |
| 30D | -1.8% | +12.3% | -14.2% | -5.2% |
| 3M | +5.6% | +3.7% | +2.0% | +3.9% |
| 6M | +29.8% | -13.9% | +43.7% | +32.0% |
| YTD | +9.0% | +26.5% | -17.4% | -2.6% |
| 1Y | +4.9% | +29.3% | -24.4% | -7.1% |
| 3Y | +46.2% | +65.6% | -19.3% | +15.4% |
| 5Y | +62.1% | +10.6% | +51.5% | +40.3% |
| 10Y | +899.6% | +202.9% | +696.7% | +528.2% |
| All | +139,934.1% | +4,247.4% | +135,686.7% | +53,407.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling