+808.5%
MS vs RL
+313.2%
+495.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.8% | -0.6% |
| 7D | +1.4% | -0.8% | +2.2% | +1.7% |
| 30D | -0.3% | -7.8% | +7.5% | +2.9% |
| 3M | +0.3% | -4.0% | +4.3% | +1.2% |
| 6M | +31.3% | -1.9% | +33.2% | +30.1% |
| YTD | +24.7% | -0.2% | +24.8% | +22.5% |
| 1Y | +47.9% | +10.7% | +37.2% | +38.5% |
| 3Y | +178.3% | +210.8% | -32.4% | +61.9% |
| 5Y | +144.9% | +238.2% | -93.3% | +31.9% |
| All | +808.5% | +313.2% | +495.4% | +326.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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