+181.3%
MS vs RNG
+135.4%
+46.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.7% |
| 7D | +1.4% | +5.8% | -4.4% | +0.7% |
| 30D | -0.3% | +19.6% | -19.9% | -2.4% |
| 3M | +0.3% | +67.0% | -66.7% | -6.3% |
| 6M | +31.3% | +88.4% | -57.0% | +19.2% |
| YTD | +24.7% | +155.5% | -130.8% | +6.3% |
| 1Y | +47.9% | +141.7% | -93.8% | +26.9% |
| All | +181.3% | +135.4% | +46.0% | +126.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling