+513.2%
MA vs RNG
+215.2%
+298.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -3.5% | -4.1% | +0.5% | -2.9% |
| 30D | +0.8% | +8.6% | -7.9% | -0.8% |
| 3M | +14.8% | +78.0% | -63.2% | +2.9% |
| 6M | +10.0% | +67.0% | -57.1% | -1.3% |
| YTD | -0.1% | +142.4% | -142.5% | -17.4% |
| 1Y | -2.2% | +120.4% | -122.7% | -18.0% |
| 3Y | +39.3% | +122.1% | -82.9% | +11.5% |
| 5Y | +66.3% | -69.8% | +136.2% | +87.3% |
| 10Y | +513.2% | +223.4% | +289.8% | +261.0% |
| All | +513.2% | +215.2% | +298.0% | +261.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling