+5,285.6%
MS vs RRC
+1,964.5%
+3,321.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.7% | -2.3% | -5.2% |
| 7D | -3.4% | -6.9% | +3.5% | -1.9% |
| 30D | -3.9% | +25.4% | -29.3% | -8.9% |
| 3M | -15.9% | +31.9% | -47.8% | -21.3% |
| 6M | -2.5% | +17.2% | -19.7% | -6.8% |
| YTD | +5.1% | +43.4% | -38.3% | -4.4% |
| 1Y | +13.0% | +36.7% | -23.8% | +3.6% |
| 3Y | +160.7% | +38.8% | +121.8% | +134.8% |
| 5Y | +114.0% | +118.3% | -4.2% | +66.1% |
| 10Y | +637.5% | +67.7% | +569.8% | +393.7% |
| All | +5,285.6% | +1,964.5% | +3,321.1% | +2,258.3% |
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