+556.2%
MS vs RNG
+248.5%
+307.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.3% |
| 7D | -1.7% | -3.5% | +1.8% | -1.2% |
| 30D | +0.9% | -3.8% | +4.7% | +1.4% |
| 3M | -10.8% | +18.6% | -29.4% | -13.3% |
| 6M | +0.9% | +69.2% | -68.3% | -7.9% |
| YTD | +9.8% | +161.9% | -152.1% | -8.1% |
| 1Y | +17.1% | +176.2% | -159.1% | -2.9% |
| 3Y | +175.7% | +174.5% | +1.2% | +122.1% |
| 5Y | +125.9% | -71.9% | +197.8% | +134.5% |
| 10Y | +556.2% | +235.4% | +320.8% | +297.1% |
| All | +556.2% | +248.5% | +307.7% | +297.1% |
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