+141,733.1%
MSFT vs RVTY
+2,899.1%
+138,834.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.8% |
| 7D | +1.7% | -1.2% | +2.9% | +1.9% |
| 30D | +0.2% | +1.0% | -0.9% | -0.3% |
| 3M | +6.4% | +35.8% | -29.5% | -2.7% |
| 6M | +28.7% | +56.7% | -28.0% | +12.5% |
| YTD | +10.4% | +60.7% | -50.3% | -4.9% |
| 1Y | +7.6% | +73.7% | -66.1% | -9.5% |
| 3Y | +52.3% | +82.8% | -30.4% | +22.4% |
| 5Y | +64.5% | -7.0% | +71.5% | +57.6% |
| 10Y | +917.8% | +212.3% | +705.5% | +603.0% |
| All | +141,733.1% | +2,899.1% | +138,834.0% | +47,783.4% |
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