+803.2%
MS vs RRX
+210.7%
+592.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.8% |
| 7D | +1.7% | -0.7% | +2.4% | +2.0% |
| 30D | 0.0% | -8.0% | +8.0% | +3.9% |
| 3M | +3.0% | -25.1% | +28.0% | +15.4% |
| 6M | +35.7% | -18.3% | +54.0% | +42.5% |
| YTD | +23.3% | +14.2% | +9.1% | +6.6% |
| 1Y | +44.7% | +13.0% | +31.6% | +24.2% |
| 3Y | +178.0% | +4.2% | +173.8% | +131.6% |
| 5Y | +143.2% | +17.9% | +125.3% | +76.9% |
| 10Y | +803.2% | +220.4% | +582.7% | +216.9% |
| All | +803.2% | +210.7% | +592.5% | +216.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling