+1,783.0%
MS vs RL
+1,625.1%
+157.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.5% | -0.2% | +2.1% |
| 7D | +2.6% | +5.8% | -3.1% | -0.1% |
| 30D | +2.6% | +12.7% | -10.1% | -3.2% |
| 3M | -10.1% | +9.3% | -19.4% | -14.4% |
| 6M | +4.4% | +16.9% | -12.6% | -5.1% |
| YTD | +11.7% | +17.5% | -5.7% | +0.8% |
| 1Y | +20.9% | +34.6% | -13.7% | +1.8% |
| 3Y | +177.1% | +273.2% | -96.1% | +34.9% |
| 5Y | +127.7% | +265.2% | -137.5% | +7.5% |
| 10Y | +684.1% | +406.7% | +277.4% | +174.3% |
| All | +1,783.0% | +1,625.1% | +157.8% | +210.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling