+794.2%
MS vs RNG
+216.3%
+577.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.1% |
| 7D | +2.5% | -0.8% | +3.3% | +2.6% |
| 30D | 0.0% | +11.4% | -11.4% | -1.7% |
| 3M | +2.4% | +72.1% | -69.6% | -6.3% |
| 6M | +36.4% | +67.9% | -31.5% | +24.1% |
| YTD | +23.8% | +144.3% | -120.5% | +4.9% |
| 1Y | +48.6% | +117.5% | -68.9% | +27.8% |
| 3Y | +179.1% | +123.9% | +55.3% | +131.8% |
| 5Y | +144.8% | -70.1% | +214.9% | +152.0% |
| 10Y | +794.2% | +215.9% | +578.3% | +427.8% |
| All | +794.2% | +216.3% | +577.9% | +427.8% |
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