+553.7%
MS vs RRX
+224.4%
+329.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | +0.8% | 0.0% | +0.8% | +0.5% |
| 30D | -0.7% | +9.0% | -9.7% | -5.5% |
| 3M | -12.4% | +4.0% | -16.4% | -15.0% |
| 6M | -1.7% | -15.7% | +14.0% | +2.7% |
| YTD | +8.0% | +29.0% | -21.0% | -12.7% |
| 1Y | +16.2% | +35.2% | -19.0% | -8.9% |
| 3Y | +171.3% | +67.7% | +103.6% | +73.1% |
| 5Y | +124.8% | +14.9% | +109.9% | +70.4% |
| 10Y | +553.7% | +216.8% | +336.8% | +128.2% |
| All | +553.7% | +224.4% | +329.3% | +128.2% |
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