+2,910.6%
MSFT vs RSG
+2,015.2%
+895.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -1.0% | -1.7% |
| 7D | -2.7% | +0.3% | -3.0% | -2.8% |
| 30D | +2.7% | +7.6% | -4.9% | +0.6% |
| 3M | +17.0% | +7.4% | +9.5% | +14.3% |
| 6M | +23.8% | -3.3% | +27.1% | +24.3% |
| YTD | +4.0% | +6.0% | -2.0% | +1.7% |
| 1Y | -0.8% | -3.7% | +2.8% | -0.5% |
| 3Y | +55.6% | +59.1% | -3.5% | +34.4% |
| 5Y | +72.9% | +89.0% | -16.1% | +42.1% |
| 10Y | +875.8% | +412.5% | +463.3% | +528.1% |
| All | +2,910.6% | +2,015.2% | +895.4% | +1,461.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling