+913.4%
MSFT vs RSP
+211.7%
+701.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +1.2% |
| 7D | -2.4% | +1.8% | -4.2% | -4.0% |
| 30D | -3.8% | +3.5% | -7.2% | -6.7% |
| 3M | +6.4% | +0.2% | +6.2% | +6.2% |
| 6M | +28.8% | +9.1% | +19.7% | +18.6% |
| YTD | +8.8% | +16.6% | -7.8% | -6.1% |
| 1Y | +3.2% | +17.9% | -14.8% | -12.0% |
| 3Y | +44.8% | +64.6% | -19.8% | -11.6% |
| 5Y | +61.8% | +48.4% | +13.4% | +9.9% |
| All | +913.4% | +211.7% | +701.7% | +229.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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