+542.0%
MS vs RNG
+234.5%
+307.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +0.9% |
| 7D | +5.1% | +4.6% | +0.5% | +4.4% |
| 30D | +5.7% | +0.4% | +5.3% | +5.5% |
| 3M | -12.2% | +11.4% | -23.6% | -13.8% |
| 6M | -0.5% | +95.7% | -96.2% | -11.1% |
| YTD | +9.8% | +162.9% | -153.1% | -8.1% |
| 1Y | +17.7% | +180.3% | -162.5% | -2.6% |
| 3Y | +176.8% | +188.3% | -11.5% | +121.4% |
| 5Y | +123.7% | -72.5% | +196.2% | +132.8% |
| All | +542.0% | +234.5% | +307.5% | +289.3% |
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