+119.9%
MS vs RRC
+111.3%
+8.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.9% | +3.1% |
| 7D | +0.7% | -10.3% | +11.1% | +2.8% |
| 30D | -0.9% | +19.5% | -20.4% | -4.6% |
| 3M | -13.0% | +27.9% | -40.9% | -17.5% |
| 6M | -2.0% | +21.2% | -23.1% | -6.4% |
| YTD | +7.8% | +39.6% | -31.8% | -1.0% |
| 1Y | +17.9% | +31.3% | -13.4% | +9.6% |
| 3Y | +174.8% | +51.9% | +122.8% | +143.9% |
| 5Y | +119.9% | +110.2% | +9.7% | +92.4% |
| All | +119.9% | +111.3% | +8.6% | +92.4% |
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