+878.4%
MSFT vs RSG
+428.9%
+449.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.2% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | +0.8% | +4.0% | -3.1% | -1.3% |
| 3M | +27.2% | +7.4% | +19.8% | +21.7% |
| 6M | +22.9% | +0.1% | +22.8% | +21.6% |
| YTD | +3.1% | +6.0% | -2.9% | -1.6% |
| 1Y | -0.3% | -3.0% | +2.7% | 0.0% |
| 3Y | +50.1% | +56.5% | -6.4% | +7.0% |
| 5Y | +74.6% | +90.9% | -16.3% | +6.7% |
| All | +878.4% | +428.9% | +449.4% | +219.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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