+3,287.8%
MSFT vs RSP
+1,127.6%
+2,160.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | +1.7% | -1.0% | +2.7% | +2.6% |
| 30D | +0.2% | +2.6% | -2.4% | -2.0% |
| 3M | +6.4% | -0.8% | +7.1% | +7.1% |
| 6M | +28.7% | +6.3% | +22.4% | +22.1% |
| YTD | +10.4% | +14.1% | -3.7% | -1.8% |
| 1Y | +7.6% | +18.0% | -10.4% | -7.1% |
| 3Y | +52.3% | +61.0% | -8.7% | -0.5% |
| 5Y | +64.5% | +45.6% | +18.9% | +18.4% |
| 10Y | +917.8% | +220.2% | +697.6% | +276.6% |
| All | +3,287.8% | +1,127.6% | +2,160.2% | +277.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling