+553.7%
MS vs RNG
+247.5%
+306.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +0.8% | -6.0% | +6.8% | +1.7% |
| 30D | -0.7% | -7.4% | +6.7% | +0.3% |
| 3M | -12.4% | +14.6% | -26.9% | -14.4% |
| 6M | -1.7% | +61.5% | -63.3% | -9.7% |
| YTD | +8.0% | +155.7% | -147.6% | -9.3% |
| 1Y | +16.2% | +172.5% | -156.2% | -3.5% |
| 3Y | +171.3% | +168.0% | +3.3% | +119.2% |
| 5Y | +124.8% | -73.8% | +198.5% | +135.5% |
| 10Y | +553.7% | +240.3% | +313.4% | +294.3% |
| All | +553.7% | +247.5% | +306.2% | +294.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling