+112.4%
MS vs RRC
+110.6%
+1.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | 0.0% |
| 7D | -1.6% | -10.8% | +9.3% | +0.6% |
| 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% | -9.0% |
| YTD | +4.5% | +39.2% | -34.7% | -3.9% |
| 1Y | +13.5% | +34.0% | -20.4% | +5.1% |
| 3Y | +160.4% | +42.0% | +118.4% | +134.1% |
| All | +112.4% | +110.6% | +1.8% | +87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling