+578.8%
MS vs RNG
+259.3%
+319.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +3.0% |
| 7D | +0.7% | -6.2% | +7.0% | +1.7% |
| 30D | -0.9% | -8.0% | +7.1% | +0.1% |
| 3M | -13.0% | +15.7% | -28.7% | -15.1% |
| 6M | -2.0% | +60.3% | -62.3% | -9.9% |
| YTD | +7.8% | +153.8% | -146.0% | -9.4% |
| 1Y | +17.9% | +172.2% | -154.3% | -2.1% |
| 3Y | +174.8% | +174.8% | 0.0% | +121.1% |
| 5Y | +119.9% | -68.6% | +188.5% | +124.3% |
| 10Y | +578.8% | +248.2% | +330.7% | +300.4% |
| All | +578.8% | +259.3% | +319.6% | +300.4% |
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