+6,288.2%
MS vs RRC
+1,623.5%
+4,664.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.4% |
| 3M | +0.3% | +4.0% | -3.7% | -1.0% |
| 6M | +31.3% | +1.6% | +29.8% | +29.8% |
| YTD | +24.7% | +19.7% | +5.0% | +18.5% |
| 1Y | +47.9% | +21.4% | +26.5% | +39.6% |
| 3Y | +178.3% | +29.7% | +148.7% | +155.4% |
| 5Y | +144.9% | +153.9% | -9.0% | +83.8% |
| 10Y | +804.5% | +10.8% | +793.7% | +565.1% |
| All | +6,288.2% | +1,623.5% | +4,664.7% | +2,824.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling