+67.5%
MA vs RNG
-70.8%
+138.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +2.9% | -0.8% |
| 7D | -1.8% | -0.8% | -0.9% | -1.7% |
| 30D | +1.4% | +11.4% | -10.0% | -0.2% |
| 3M | +17.7% | +72.1% | -54.3% | +8.1% |
| 6M | +9.7% | +67.9% | -58.3% | +0.3% |
| YTD | +0.5% | +144.3% | -143.9% | -13.9% |
| 1Y | -2.1% | +117.5% | -119.6% | -14.9% |
| 3Y | +40.1% | +123.9% | -83.8% | +16.7% |
| 5Y | +67.5% | -70.1% | +137.6% | +94.0% |
| All | +67.5% | -70.8% | +138.3% | +94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling