+545.7%
MS vs RL
+353.4%
+192.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.1% |
| 7D | +0.8% | +1.3% | -0.5% | +0.3% |
| 30D | -0.7% | +7.6% | -8.3% | -3.7% |
| 3M | -12.4% | -1.5% | -10.9% | -12.1% |
| 6M | -1.7% | +12.1% | -13.8% | -7.7% |
| YTD | +8.0% | +13.9% | -5.9% | +0.4% |
| 1Y | +16.2% | +20.7% | -4.4% | +5.2% |
| 3Y | +171.3% | +260.6% | -89.3% | +48.6% |
| 5Y | +124.8% | +248.9% | -124.1% | +20.7% |
| All | +545.7% | +353.4% | +192.3% | +190.9% |
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