+161.8%
MS vs RRC
+40.4%
+121.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.7% | -2.3% | -5.3% |
| 7D | -3.4% | -6.9% | +3.5% | -2.2% |
| 30D | -3.9% | +25.4% | -29.3% | -8.3% |
| 3M | -15.9% | +31.9% | -47.8% | -20.8% |
| 6M | -2.5% | +17.2% | -19.7% | -5.9% |
| YTD | +5.1% | +43.4% | -38.3% | -5.2% |
| 1Y | +13.0% | +36.7% | -23.8% | +3.2% |
| All | +161.8% | +40.4% | +121.5% | +126.5% |
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