+73.2%
MSFT vs RSG
+90.7%
-17.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -2.7% | +3.7% | -6.3% | -3.8% |
| 3M | +22.1% | +6.2% | +15.9% | +19.2% |
| 6M | +20.6% | -2.8% | +23.3% | +21.7% |
| YTD | +2.3% | +5.9% | -3.6% | -0.6% |
| 1Y | -0.5% | -1.8% | +1.2% | -0.3% |
| 3Y | +50.5% | +57.5% | -7.0% | +13.4% |
| All | +73.2% | +90.7% | -17.5% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling