+46.2%
MSFT vs RSP
+65.5%
-19.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | 0.0% |
| 7D | -1.3% | +2.4% | -3.6% | -2.8% |
| 30D | -1.8% | +4.3% | -6.1% | -4.4% |
| 3M | +5.6% | -0.3% | +6.0% | +5.9% |
| 6M | +29.8% | +9.8% | +20.0% | +22.3% |
| YTD | +9.0% | +16.8% | -7.8% | -1.7% |
| 1Y | +4.9% | +19.5% | -14.6% | -6.9% |
| 3Y | +46.2% | +65.1% | -18.9% | +14.4% |
| All | +46.2% | +65.5% | -19.2% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling