-2.2%
MA vs RNG
+144.7%
-146.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -0.7% |
| 7D | -2.7% | +5.8% | -8.5% | -3.2% |
| 30D | +1.5% | +19.6% | -18.1% | -0.2% |
| 3M | +20.4% | +67.0% | -46.6% | +13.9% |
| 6M | +11.1% | +88.4% | -77.2% | +3.5% |
| YTD | +2.0% | +155.5% | -153.5% | -7.1% |
| 1Y | -2.2% | +141.7% | -143.8% | -11.1% |
| All | -2.2% | +144.7% | -146.9% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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