+181.3%
MS vs RRC
+31.1%
+150.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.4% |
| 7D | +1.4% | +1.3% | +0.1% | +1.1% |
| 30D | -0.3% | +10.1% | -10.4% | -2.3% |
| 3M | +0.3% | +4.0% | -3.7% | -0.7% |
| 6M | +31.3% | +1.6% | +29.8% | +29.8% |
| YTD | +24.7% | +19.7% | +5.0% | +17.0% |
| 1Y | +47.9% | +21.4% | +26.5% | +37.3% |
| All | +181.3% | +31.1% | +150.2% | +146.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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