+133,470.8%
MSFT vs RRX
+3,904.5%
+129,566.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -2.7% | +3.4% | -6.1% | -3.6% |
| 30D | +2.7% | -11.1% | +13.8% | +5.7% |
| 3M | +17.0% | -23.7% | +40.7% | +23.9% |
| 6M | +23.8% | -22.0% | +45.8% | +28.2% |
| YTD | +4.0% | +16.5% | -12.5% | -4.5% |
| 1Y | -0.8% | +11.5% | -12.3% | -8.5% |
| 3Y | +55.6% | +1.5% | +54.1% | +40.5% |
| 5Y | +72.9% | +18.3% | +54.6% | +47.1% |
| 10Y | +875.8% | +209.8% | +666.0% | +512.1% |
| All | +133,470.8% | +3,904.5% | +129,566.3% | +52,344.6% |
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