+160.4%
MS vs RRC
+36.3%
+124.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | 0.0% |
| 7D | -1.6% | -10.8% | +9.3% | +0.5% |
| 30D | -3.8% | +22.3% | -26.1% | -7.8% |
| 3M | -14.6% | +26.6% | -41.2% | -18.9% |
| 6M | -5.1% | +18.9% | -24.0% | -8.9% |
| YTD | +4.5% | +39.2% | -34.7% | -5.2% |
| 1Y | +13.5% | +34.0% | -20.4% | +3.9% |
| 3Y | +160.4% | +42.0% | +118.4% | +126.5% |
| All | +160.4% | +36.3% | +124.1% | +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