+868.6%
MSFT vs RVTY
+140.1%
+728.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -0.3% |
| 7D | -1.4% | +0.4% | -1.8% | -1.6% |
| 30D | -1.0% | +10.8% | -11.9% | -4.9% |
| 3M | +20.2% | +26.8% | -6.6% | +9.1% |
| 6M | +21.3% | +39.3% | -18.1% | +5.2% |
| YTD | +2.8% | +31.6% | -28.8% | -9.4% |
| 1Y | 0.0% | +47.7% | -47.7% | -16.7% |
| 3Y | +51.2% | +19.9% | +31.3% | +29.2% |
| 5Y | +71.4% | -32.3% | +103.8% | +93.0% |
| 10Y | +868.6% | +138.4% | +730.2% | +444.8% |
| All | +868.6% | +140.1% | +728.5% | +444.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling