+13.5%
MS vs RL
+16.8%
-3.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.1% |
| 7D | -1.6% | -4.2% | +2.6% | -0.2% |
| 30D | -3.8% | +4.3% | -8.0% | -4.5% |
| 3M | -14.6% | -4.6% | -10.0% | -13.3% |
| 6M | -5.1% | +1.7% | -6.8% | -5.6% |
| YTD | +4.5% | +7.3% | -2.8% | +2.1% |
| 1Y | +13.5% | +20.8% | -7.3% | +5.0% |
| All | +13.5% | +16.8% | -3.2% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling