+145,627.7%
MSFT vs RVTY
+3,007.5%
+142,620.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.6% | -0.9% | +1.8% |
| 7D | +7.5% | +6.0% | +1.5% | +5.7% |
| 30D | +1.9% | +4.3% | -2.4% | +0.6% |
| 3M | +9.2% | +40.2% | -31.0% | -0.9% |
| 6M | +31.9% | +59.3% | -27.4% | +14.8% |
| YTD | +13.4% | +66.5% | -53.1% | -3.2% |
| 1Y | +10.6% | +77.5% | -66.8% | -7.5% |
| 3Y | +54.7% | +92.5% | -37.8% | +22.6% |
| 5Y | +69.1% | -6.8% | +75.9% | +61.9% |
| 10Y | +920.4% | +225.4% | +695.0% | +597.2% |
| All | +145,627.7% | +3,007.5% | +142,620.1% | +48,631.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling