+9.0%
MSFT vs RVTY
+74.0%
-65.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.5% | +9.2% | +6.9% |
| 7D | +4.7% | -3.6% | +8.2% | +4.9% |
| 30D | +5.8% | +1.4% | +4.5% | +5.6% |
| 3M | +13.0% | +43.2% | -30.2% | +9.5% |
| 6M | +34.9% | +84.5% | -49.6% | +26.0% |
| YTD | +15.7% | +65.2% | -49.5% | +11.7% |
| 1Y | +9.0% | +74.3% | -65.4% | +4.6% |
| All | +9.0% | +74.0% | -65.0% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling