+133,470.8%
MSFT vs RVTY
+2,416.7%
+131,054.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -2.7% | +1.1% | -3.8% | -3.0% |
| 30D | +2.7% | +13.2% | -10.5% | -0.8% |
| 3M | +17.0% | +27.2% | -10.3% | +8.9% |
| 6M | +23.8% | +32.4% | -8.6% | +13.3% |
| YTD | +4.0% | +34.9% | -30.9% | -5.6% |
| 1Y | -0.8% | +52.4% | -53.2% | -13.5% |
| 3Y | +55.6% | +12.3% | +43.3% | +42.8% |
| 5Y | +72.9% | -30.8% | +103.7% | +80.3% |
| 10Y | +875.8% | +150.7% | +725.1% | +617.7% |
| All | +133,470.8% | +2,416.7% | +131,054.1% | +47,426.0% |
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